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.