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Volumn 3, Issue , 2008, Pages 595-655

The economic and statistical value of forecast combinations under regime switching: An application to predictable US returns

Author keywords

Forecast combination; Multivariate regime switching; Portfolio performance; Predictability

Indexed keywords


EID: 84896508899     PISSN: 15748715     EISSN: None     Source Type: Book Series    
DOI: 10.1016/S1574-8715(07)00216-3     Document Type: Review
Times cited : (3)

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