External Links

Cite Key

Statistics

  • References: 0
  • Cited by: 0
  • Reviews: 0
  • Bibliographies: 0

PDF

Researchr

Researchr is a web site for finding, collecting, sharing, and reviewing scientific publications, for researchers by researchers.

Sign up for an account to create a profile with publication list, tag and review your related work, and share bibliographies with your co-authors.

On Optimal Covariance Matrix Shrinkage Levels in Forecast Combination

Thomas Setzer, Marco Fuchs. On Optimal Covariance Matrix Shrinkage Levels in Forecast Combination. In 19th International Conference on Wirtschaftsinformatik (WI 2024), Würzburg, Germany, September 16-19, 2024, Proceedings. pages 13, AISeL, 2024. [doi]

Authors

Thomas Setzer

This author has not been identified. Look up 'Thomas Setzer' in Google

Marco Fuchs

This author has not been identified. Look up 'Marco Fuchs' in Google
runs on