Bayesian Model Averaging in the Presence of Structural Breaks
Year of publication: |
[2010]
|
---|---|
Authors: | Ravazzolo, Francesco |
Other Persons: | van Dijk, Dick J. C. (contributor) ; Franses, Philip Hans (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (43 p) |
---|---|
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 16, 2007 erstellt |
Other identifiers: | 10.2139/ssrn.977507 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; C11 - Bayesian Analysis |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Tests of Mean-Variance Spanning
Kan, Raymond, (2012)
-
Bayesian Model Averaging in the Presence of Structural Breaks
Ravazzolo, Francesco, (2006)
-
Forecasting stock returns under economic constraints
Pettenuzzo, Davide, (2014)
- More ...
-
Evaluating Real-Time Forecasts in Real-Time
Ravazzolo, Francesco, (2010)
-
De Pooter, Michiel, (2010)
-
Term Structure Forecasting Using Macro Factors and Forecast Combination
De Pooter, Michiel, (2010)
- More ...