A Multivariate Analysis Approach to Forecasts Combination. Application to Foreign Exchange (FX) Markets Una aproximación a la combinación de pronósticos basada en técnicas de análisis multivariante
Forecasting is characterized by the availability of a lot of methods and the fact that technological and economic forecast horizons are increasingly more different from each other. Combining forecasts is an adequate methodology for handling the above scenario, which is conceptually suitable for the...
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| Format: | Article |
| Language: | English |
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Universidad Nacional de Colombia
2011-01-01
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| Series: | Revista Colombiana de Estadística |
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| Online Access: | http://www.scielo.org.co/scielo.php?script=sci_arttext&pid=S0120-17512011000200007 |