Volume 25 Issue 4 (October-December 2009)

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Special section: Decision making and planning under low levels of predictability
edited by Spyros Makridakis, Nassim Taleb

Forecast evaluation of AveAve forecasts in the global VAR context

Sinclair, T.M., Stekler, H.O.
Pages 693-696
FULL TEXT LINK
http://dx.doi.org/10.1016/j.ijforecast.2009.05.005
ONLINE SUPPLEMENTS
Simple GAUSS program used for the simulation
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