FN3142 Chapter 12. Forecast comparison and combining
Like most universities, we switched to online teaching because of COVID-19. This is what I prepared for my Quantitative Finance course and want to make available for everybody. The lecture is divided in three parts. Download the pdf and watch the corresponding video.
Chapter 12. Forecast comparison and combination. Part 1.pdf
Chapter 12. Forecast comparison and combination. Part 2.pdf
Chapter 12. Part 3. Forecast encompassing and combining
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