Journal of forecasting. 1999;18(1):1-16. doi: 10.1002/(sici)1099-131x(199901)18:1<1::aid-for685>3.0.co;2-b Q12.72025
Why do regime-switching models forecast so badly?
DOI: 10.1002/(sici)1099-131x(199901)18:1<1::aid-for685>3.0.co;2-b
摘要
Journal of forecasting. 1999;18(1):1-16. doi: 10.1002/(sici)1099-131x(199901)18:1<1::aid-for685>3.0.co;2-b Q12.72025
DOI: 10.1002/(sici)1099-131x(199901)18:1<1::aid-for685>3.0.co;2-b
摘要