A multivariate analysis approach to forecasts combination. Application to Foreign Exchange (FX) markets
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Date
2011-06-01Author
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info:eu-repo/semantics/publishedVersionMetadata
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A multivariate analysis approach to forecasts combination. Application to Foreign Exchange (FX) markets
Tipo de Actividad
Artículos en revistasISSN
0120-1751Materias/ categorías / ODS
Instituto de Investigación Tecnológica (IIT)Palabras Clave
Combining forecasting, Factor analysis, Forecasting methodology, Principal components analysis, Time series.