Recursive Forecast Combination for Dependent Heterogeneous Data

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@article{21d8e93bd37d402a93df7f10d859860d,

title = "Recursive Forecast Combination for Dependent Heterogeneous Data",

author = "Alessio Sancetta",

year = "2010",

doi = "10.1017/S0266466609100105",

language = "English",

volume = "26",

pages = "598--631",

journal = "Econometric Theory",

issn = "1469-4360",

publisher = "Cambridge University Press",

}