Search Results - subject:"dynamic model averaging"

Moretti, Laura; Onorante, Luca; Saber, Shayan Zakipour - 2019

variables and testing for potential non-linearities and structural changes. Using Dynamic Model Averaging, we identify the most …

Persistent link: https://www.econbiz.de/10012030232

Muglia, Camilla; Santabarbara, Luca; Grassi, Stefano - In: Journal of risk and financial management : JRFM 12 (2019) 2/93, pp. 1-10

we compare alternative models using a point and density forecast relying on Dynamic Model Averaging (DMA) and Dynamic …

Persistent link: https://www.econbiz.de/10012022045

Hill, Robert A.; Rodrigues, Paulo M. M. - In: Journal of forecasting 41 (2022) 7, pp. 1356-1371

Persistent link: https://www.econbiz.de/10013465699

Bakas, Dimitrios; Magkonis, Georgios; Oh, Eun Young - In: Finance research letters 50 (2022), pp. 1-8

Persistent link: https://www.econbiz.de/10014239935

Shang, Yue; Wei, Yu; Chen, Yongfei - In: Finance research letters 50 (2022), pp. 1-9

Persistent link: https://www.econbiz.de/10014239966

Bonnier, Jean-Baptiste - In: Energy economics 111 (2022), pp. 1-21

Persistent link: https://www.econbiz.de/10013350043

Kapounek, Svatopluk; Kučerová, Zuzana; Kočenda, Evžen - In: The journal of behavioral finance : a publication of … 23 (2022) 2, pp. 210-229

Persistent link: https://www.econbiz.de/10013352996

Cheung, Yin-Wong; Wang, Wenhao - In: Journal of empirical finance 67 (2022), pp. 133-151

Persistent link: https://www.econbiz.de/10013464380

Karel, Tomáš; Hebák, Petr - In: International journal of economic sciences : IJES 7 (2018) 1, pp. 65-81

Persistent link: https://www.econbiz.de/10011877916

Lyócsa, Štefan; Todorova, Neda - In: Energy economics 100 (2021), pp. 1-10

Persistent link: https://www.econbiz.de/10012990237

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