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A new approach for detecting shifts in forecast accuracy
Chiu, Ching Wai Jeremy, (2019)
Stochastic tail index model for high frequency financial data with Bayesian analysis
Mao, Guangyu, (2018)
Optimal asset allocation with multivariate Bayesian dynamic linear models
Carvalho, Carlos M., (2018)
Variance estimation for multivariate dynamic linear models
Barbosa, Emanuel, (1992)
Bayesian forecasting and dynamic models
West, Mike, (1989)
Exponential smoothing and short-term sales forecasting
Harrison, P. J., (1967)