Averaging Heterogeneous Autoregression Models with Heteroskedastic Errors: Theory and an Application to Cryptocurrency Volatility Forecasting
| Autor: | Gao, Ziwen, Lehrer, Steven F., Xie, Tian, Zhang, Xinyu |
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| Zdroj: | Essays in Honor of Subal Kumbhakar |
| Databáze: | Emerald Insight |
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