Using dynamic model averaging in state space representation with dynamic Occam's window and applications to the stock and gold market
Marian Risse, Ludwig Ohl
| Year of publication: |
December 2017
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| Authors: | Risse, Marian ; Ohl, Ludwig |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 44.2017, p. 158-176
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| Subject: | Dynamic model averaging | State space representation | Dynamic occam's window | Forecasting | Trading rule | Dynamische Wirtschaftstheorie | Economic dynamics | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2017.09.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011818009