17^th International Conference on Computational and Financial Econometrics

Presentation(s)

Realized Volatility Forecasting: Hierarchies and Forecast Reconciliation (Daniele Girolimetto , Massimiliano Caporin, Tommaso Di Fonzo)
Cross-Temporal Probabilistic Forecast Reconciliation (Tommaso Di Fonzo , George Athanasopoulos, Daniele Girolimetto, Rob J Hyndman)

Date

December 17, 2023

Venue

Berlin (Germany)

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