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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
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  Data: Combining multivariate volatility forecasts using weighted losses.
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        Value: 10.1002/for.2647
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        Text: English
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        PageCount: 14
        StartPage: 628
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              Text: Jul2020
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