Does the optimal model always perform the best? a combined approach for interval forecasting

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Does the optimal model always perform the best? a combined approach for interval forecasting

Interval forecasting is widely applied by decision makers for it can provide more comprehensive information. In the literature, GARCH models under different distributional assumptions are applied and evaluated to find the optimal interval forecasting model for the experimental data. However, the opt...

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Bibliographic Details
Main Authors:	Arasan, Jayanthi, Zhang, Zhe, Chong, Choo W.E.I.
Format:	Article
Published:	Interscience Publishers 2023
Online Access:	http://psasir.upm.edu.my/id/eprint/107397/

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