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Forecasting market impact costs and identifying expensive trades
Bikker, Jacob A.; Spierdijk, Laura; Hoevenaars, Roy P. M. M. - In: Journal of forecasting 27 (2008) 1, pp. 21-39
Persistent link: https://www.econbiz.de/10003738382
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Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights
Hoogerheide, Lennart; Kleijn, Richard; Ravazzolo, Francesco - In: Journal of forecasting 29 (2010) 1/2, pp. 251-269
Persistent link: https://www.econbiz.de/10003951847
Cover Image
Forecasting market impact costs and identifying expensive trades
Bikker, Jacob A.; Spierdijk, Laura; Hoevenaars, Roy P.M.M. - In: Journal of forecasting 27 (2008) 1, pp. 21-40
Persistent link: https://www.econbiz.de/10007904332
Cover Image
Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights
Hoogerheide, Lennart; Kleijn, Richard; Ravazzolo, Francesco - In: Journal of forecasting 29 (2010) 1, pp. 251-270
Persistent link: https://www.econbiz.de/10008386634