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.
Diebold-Mariano test
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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