Optimal forecast combination under regime switching

International Economic Review

Volumn 46, Issue 4, 2005, Pages 1081-1102

  Elliott, Graham ^a   Timmermann, Allan ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33745234223     PISSN: 00206598     EISSN: 14682354     Source Type: Journal    
DOI: 10.1111/j.1468-2354.2005.00361.x     Document Type: Article

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