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A Bayesian dynamic compositional model for large density combinations in finance
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
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2020
Persistent link: https://www.econbiz.de/10012384654
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Parallel sequential Monte Carlo for efficient density combination : the DeCo Matlab toolbox
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
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2013
Persistent link: https://www.econbiz.de/10011631741
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