Helena Veiga

Replication materials for Target-driven Bayesian stacking of realised and implied volatility forecasts

Replication code and evaluation data accompanying the article in Economics Letters, volume 268, article 113166 (https://doi.org/10.1016/j.econlet.2026.113166). The default offline route reproduces the main table and figure and all six appendix tables from included window-level evaluations and daily predictive losses. A...