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Optimal properties of exponentially weighted forecasts in the presence of different information sources

✍ Scribed by Steve Satchell; Allan Timmermann

Book ID: 116102097
Publisher: Elsevier Science
Year: 1994
Tongue: English
Weight: 398 KB
Volume: 45
Category: Article
ISSN: 0165-1765
DOI: 10.1016/0165-1765(94)90129-5

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