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Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance

SSRN Electronic Journal
doi 10.2139/ssrn.2633388
Full Text
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Abstract

Available in full text

Date

January 1, 2015

Authors
Roberto CasarinStefano GrassiFrancesco RavazzoloH. K. van Dijk
Publisher

Elsevier BV


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