Hugo Gerard

affiliation not provided to SSRN

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Combining Multivariate Density Forecasts Using Predictive Criteria

Number of pages: 25 Posted: 07 Apr 2009
Kristoffer P. Nimark and Hugo Gerard
Universitat Pompeu Fabra and affiliation not provided to SSRN
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Abstract:

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Density forecasts, combining forecasts, predictive criteria