"Hierarchical forecasting based on AR-GARCH model in a coherent structure."

So Young Sohn, Michael K. Lim (2007)

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DOI: 10.1016/J.EJOR.2005.08.019

access: closed

type: Journal Article

metadata version: 2020-02-21

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So Young Sohn, Michael K. Lim:
Hierarchical forecasting based on AR-GARCH model in a coherent structure. Eur. J. Oper. Res. 176(2): 1033-1040 (2007)

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