Application of forecast combination in volatility modelling
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Conference Paper |
| Published: |
Modeling and Simulation Society of Australia and New Zealand Inc.
2011
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| Online Access: | http://hdl.handle.net/20.500.11937/16301 |
| _version_ | 1848749137038671872 |
|---|---|
| author | James, Adam Chan, Felix |
| author2 | Felix Chan |
| author_facet | Felix Chan James, Adam Chan, Felix |
| author_sort | James, Adam |
| building | Curtin Institutional Repository |
| collection | Online Access |
| first_indexed | 2025-11-14T07:16:09Z |
| format | Conference Paper |
| id | curtin-20.500.11937-16301 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T07:16:09Z |
| publishDate | 2011 |
| publisher | Modeling and Simulation Society of Australia and New Zealand Inc. |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-163012023-01-27T05:26:31Z Application of forecast combination in volatility modelling James, Adam Chan, Felix Felix Chan Dora Marinova R.S. Anderssen 2011 Conference Paper http://hdl.handle.net/20.500.11937/16301 Modeling and Simulation Society of Australia and New Zealand Inc. restricted |
| spellingShingle | James, Adam Chan, Felix Application of forecast combination in volatility modelling |
| title | Application of forecast combination in volatility modelling |
| title_full | Application of forecast combination in volatility modelling |
| title_fullStr | Application of forecast combination in volatility modelling |
| title_full_unstemmed | Application of forecast combination in volatility modelling |
| title_short | Application of forecast combination in volatility modelling |
| title_sort | application of forecast combination in volatility modelling |
| url | http://hdl.handle.net/20.500.11937/16301 |