On the use of mean square error and directional forecast accuracy for model selection: a Monte Carlo investigation

  • Kunst, R. (Speaker)
  • Mauro Costantini (Contributor)

Activity: Talks and presentationsTalk or oral contributionScience to Science

Period20 Dec 2021
Event title15th International Conference on Computational and Financial Econometrics (CFE-CMStatistics 2021)
Event typeConference
LocationLondon, United KingdomShow on map
Degree of RecognitionInternational

Keywords

  • Forecasting
  • Monte Carlo Simulation