Forecast accuracy and economic gains from Bayesian model averaging using time varying weights
Lennart Hoogerheide; Richard Kleijn; Francesco Ravazzolo; Herman K. van Dijk; Marno Verbeek
| Year of publication: |
2009
|
|---|---|
| Authors: | Hoogerheide, Lennart ; Kleijn, Richard ; Ravazzolo, Francesco ; Dijk, Herman K. van ; Verbeek, Marno |
| Publisher: |
Amsterdam [u.a.] |
| Subject: | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | Portfolio-Management | Portfolio selection | Frühindikator | Leading indicator | USA | United States |
| Extent: | 26 S. graph. Darst. |
|---|---|
| Series: | Discussion paper / Tinbergen Institute. - Rotterdam [u.a.], ISSN 0929-0834, ZDB-ID 1336423-6. - Vol. 2009,061 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003861024