Robustify Financial Time Series Forecasting with Bagging

Econometric Reviews

Volumn 33, Issue 5-6, 2014, Pages 575-605

  Jin, Sainan ^a   Su, Liangjun ^a   Ullah, Aman ^b  

^a SINGAPORE MANAGEMENT UNIVERSITY   (Singapore)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Bagging; Combined forecasts; Nonparametric models; Predictability; Time series

Indexed keywords

EID: 84889260251     PISSN: 07474938     EISSN: 15324168     Source Type: Journal    
DOI: 10.1080/07474938.2013.825142     Document Type: Article

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