Forecast density combinations of dynamic models and data driven portfolio strategies
N. Baştürk, A. Borowska, S. Grassi, L. Hoogerheide, H.K. van Dijk
| Year of publication: |
2019
|
|---|---|
| Authors: | Baştürk, N. ; Borowska, A. ; Grassi, S. ; Hoogerheide, Lennart ; Dijk, Herman K. van |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 210.2019, 1, p. 170-186
|
| Subject: | Bayes estimates | Filtering methods | Forecast combination | Momentum strategy | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | Portfolio-Management | Portfolio selection | Dynamische Ökonometrie | Dynamic econometrics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2018.11.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012303391