The method of residual-based bootstrap averaging of the forecast ensemble
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DOI: 10.1186/s40854-023-00452-y
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- Wen, Fenghua & Xu, Longhao & Ouyang, Guangda & Kou, Gang, 2019. "Retail investor attention and stock price crash risk: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 65(C).
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Keywords
Forecast ensembles; Time series; Artificial neural networks;All these keywords.
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