A multivariate analysis approach to forecasts combination. Application to Foreign Exchange (FX) markets
Fecha
2011-06-01Autor
Estado
info:eu-repo/semantics/publishedVersionMetadatos
Mostrar el registro completo del ítemResumen
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.