Title of article :
Hierarchical forecasting based on AR-GARCH model in a coherent structure
Author/Authors :
So Young Sohn، نويسنده , , Michael Lim، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2007
Keywords :
Hierarchical forecasting , Dow Jones Industrial Average , AR-GARCH model , Coherent structure
Journal title :
European Journal of Operational Research
Journal title :
European Journal of Operational Research
