Forecasting the price of gold using dynamic model averaging
Year of publication: |
October 2015
|
---|---|
Authors: | Aye, Goodness C. ; Gupta, Rangan ; Hammoudeh, Shawkat ; Kim, Won Joong |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 41.2015, p. 257-266
|
Subject: | Bayesian | State space models | Gold | Macroeconomic fundamentals | Forecasting | Prognoseverfahren | Forecasting model | Zustandsraummodell | State space model | Bayes-Statistik | Bayesian inference | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
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