A flexible predictive density combination for large financial data sets in regular and crisis periods
| Autor: | Casarin, Roberto, Grassi, Stefano, Ravazzolo, Francesco, van Dijk, Herman K. |
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| Zdroj: | In Journal of Econometrics December 2023 237(2) Part C |
| Databáze: | ScienceDirect |
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Full Text from ScienceDirect