Combining multivariate volatility forecasts using weighted losses.

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Bibliographic Details
Title:	Combining multivariate volatility forecasts using weighted losses.
Authors:	Clements, Adam¹, Doolan, Mark Bernard¹ m.doolan@qut.edu.au
Source:	Journal of Forecasting. Jul2020, Vol. 39 Issue 4, p628-641. 14p.
Database:	Mathematics Source

Description
ISSN:	02776693
DOI:	10.1002/for.2647