Penalized Averaging of Quantile Forecasts from GARCH Models with Many Exogenous Predictors
Crossref DOI link: https://doi.org/10.1007/s10614-022-10289-9
Published Online: 2022-07-13
Published Print: 2023-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Gooijer, Jan G. De
Text and Data Mining valid from 2022-07-13
Version of Record valid from 2022-07-13
Article History
Accepted: 20 June 2022
First Online: 13 July 2022
Declarations
:
: The author declares that he has no conflict of interest.