Does a Bayesian approach generate robust forecasts? Evidence from applications in portfolio investment decisions
Year of publication: |
2010
|
---|---|
Authors: | Tsai, Chih-Ling ; Wang, Hansheng ; Zhu, Ning |
Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 62.2010, 1, p. 109-116
|
Publisher: |
Springer |
Subject: | Model selection | BIC | Model averaging | Model mixing | Stock predictability | Financial markets |
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