Is there an optimal forecast combination? A Stochastic dominance approach to forecast combination puzzle

Mehmet Pinar, T Stengos, E Yazgan

Research output: Contribution to conferenceLecture

Original languageEnglish
Publication statusPublished - 2011
Event5th Annual Methods in International Finance Network Workshop and First Meeting of the ANR Econom&Risk - Orléans, France
Duration: 20 Oct 201121 Oct 2011

Conference

Conference5th Annual Methods in International Finance Network Workshop and First Meeting of the ANR Econom&Risk
CountryFrance
CityOrléans
Period20/10/1121/10/11

Cite this

Pinar, M., Stengos, T., & Yazgan, E. (2011). Is there an optimal forecast combination? A Stochastic dominance approach to forecast combination puzzle. 5th Annual Methods in International Finance Network Workshop and First Meeting of the ANR Econom&Risk, Orléans, France.
Pinar, Mehmet ; Stengos, T ; Yazgan, E. / Is there an optimal forecast combination? A Stochastic dominance approach to forecast combination puzzle. 5th Annual Methods in International Finance Network Workshop and First Meeting of the ANR Econom&Risk, Orléans, France.
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title = "Is there an optimal forecast combination? A Stochastic dominance approach to forecast combination puzzle",
author = "Mehmet Pinar and T Stengos and E Yazgan",
year = "2011",
language = "English",
note = "5th Annual Methods in International Finance Network Workshop and First Meeting of the ANR Econom&Risk ; Conference date: 20-10-2011 Through 21-10-2011",

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Pinar, M, Stengos, T & Yazgan, E 2011, 'Is there an optimal forecast combination? A Stochastic dominance approach to forecast combination puzzle' 5th Annual Methods in International Finance Network Workshop and First Meeting of the ANR Econom&Risk, Orléans, France, 20/10/11 - 21/10/11, .

Is there an optimal forecast combination? A Stochastic dominance approach to forecast combination puzzle. / Pinar, Mehmet; Stengos, T; Yazgan, E.

2011. 5th Annual Methods in International Finance Network Workshop and First Meeting of the ANR Econom&Risk, Orléans, France.

Research output: Contribution to conferenceLecture

TY - CONF

T1 - Is there an optimal forecast combination? A Stochastic dominance approach to forecast combination puzzle

AU - Pinar, Mehmet

AU - Stengos, T

AU - Yazgan, E

PY - 2011

Y1 - 2011

UR - http://www.businessandeconomics.mq.edu.au/research_in_business_economics/financial_risk/financial_risk_seminars_and_news/international_finance_network_mifn_conference_2012/2011_mifn_conference.pdf

M3 - Lecture

ER -

Pinar M, Stengos T, Yazgan E. Is there an optimal forecast combination? A Stochastic dominance approach to forecast combination puzzle. 2011. 5th Annual Methods in International Finance Network Workshop and First Meeting of the ANR Econom&Risk, Orléans, France.