Bayesian Dynamic Factor Models and Portfolio Allocation
| Year of publication: |
2000
|
|---|---|
| Authors: | Aguilar, Omar ; West, Mike |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 18.2000, 3, p. 338-357
|