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

Mehmet Pinar; T Stengos; E Yazgan

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

Mehmet Pinar, T Stengos, E Yazgan

Business School

Research output: Contribution to conference › Lecture › peer-review

Original language	English
Publication status	Published - 2011
Event	5th Annual Methods in International Finance Network Workshop and First Meeting of the ANR Econom&Risk - Orléans, France Duration: 20 Oct 2011 → 21 Oct 2011

Conference

Conference	5th Annual Methods in International Finance Network Workshop and First Meeting of the ANR Econom&Risk
Country/Territory	France
City	Orléans
Period	20/10/11 → 21/10/11

Cite this

@conference{d567f864a416428aa625b1b3d1c08c08,

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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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

T2 - 5th Annual Methods in International Finance Network Workshop and First Meeting of the ANR Econom&Risk

Y2 - 20 October 2011 through 21 October 2011

ER -

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

Conference

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Cite this