Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights
Lennart Hoogerheide, Richard Kleijn, Francesco Ravazzolo, Herman K. van Dijk and Marno Verbeek
| Year of publication: |
2010
|
|---|---|
| Authors: | Hoogerheide, Lennart ; Kleijn, Richard ; Ravazzolo, Francesco ; Dijk, Herman K. van ; Verbeek, Marno |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 29.2010, 1/2, p. 251-269
|
| Subject: | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | Portfolio-Management | Portfolio selection | Frühindikator | Leading indicator | USA | United States |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003951847