"Combining forecasts in the presence of ambiguity over correlation structures."

Gilat Levy, Ronny Razin (2022)

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DOI: 10.1016/J.JET.2020.105075

access: closed

type: Journal Article

metadata version: 2022-02-23

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Gilat Levy, Ronny Razin:
Combining forecasts in the presence of ambiguity over correlation structures. J. Econ. Theory 199: 105075 (2022)

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