Application of forecast combination in volatility modelling
Access Status
Fulltext not available
Authors
James, Adam
Chan, Felix
Date
2011Type
Conference Paper
Metadata
Show full item recordCitation
James, A. and Chan, F. 2011. Application of forecast combination in volatility modelling, in Felix Chan, Dora Marinova and R.S. Anderssen (ed), MODSIM 2011 – International Congress on Modeling and Simulation, Dec 12 2011, pp. 1610-1616. Perth: Modeling and Simulation Society of Australia and New Zealand Inc..
Source Title
Proceedings of 19th international congress of MODSIM
Source Conference
MODSIM 2011 – International Congress on Modeling and Simulation