Dynamic financial index models: modeling conditional dependencies via graphs (Q2634113): Difference between revisions
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Latest revision as of 08:55, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic financial index models: modeling conditional dependencies via graphs |
scientific article |
Statements
Dynamic financial index models: modeling conditional dependencies via graphs (English)
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8 February 2016
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Bayesian forecasting
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covariance matrix forecasting
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dynamic matrix-variate graphical models
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index models
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factor models
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Gaussian graphical models
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portfolio selection
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