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"Quantile forecast combinations in realised volatility prediction."

Loukia Meligkotsidou et al. (2019)

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DOI: 10.1080/01605682.2018.1489354

access: closed

type: Journal Article

metadata version: 2020-12-29

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Loukia Meligkotsidou, Ekaterini Panopoulou, Ioannis D. Vrontos, Spyridon D. Vrontos:
Quantile forecast combinations in realised volatility prediction. J. Oper. Res. Soc. 70(10): 1720-1733 (2019)

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