Hassani, Hossein; Silva, Emmanuel Sirimal; Gupta, Rangan - Institut de Préparation à l'Administration et à la … - 2014
walk as we noticed that certain multivariate models (which included prices of silver, platinum, palladium and rhodium … forecasting horizons. Moreover, we find that the univariate models used in this paper are able to outperform the Bayesian … autoregression, and Bayesian vector autoregressive models, with exponential smoothing (ETS) reporting statistically significant …