Forecast density combinations of dynamic models and data driven portfolio strategies
Year of publication: |
2019
|
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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 |
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