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Improving forecasting performance by window and model averaging. (2011). Thomakos, Dimitrios ; Bhattacharya, Prasad.
In: CAMA Working Papers.
RePEc:een:camaaa:2011-05.

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  1. Covariance Averaging for Improved Estimation and Portfolio Allocation. (2013). Thomakos, Dimitrios ; Papailias, Fotis.
    In: Working Paper series.
    RePEc:rim:rimwps:66_13.

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References

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