Multivariate DLMs for forecasting financial time series, with application to the management of portfolios (Q3297995): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Smoothing and Interpolation with the State-Space Model / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Disturbance smoother for state space models / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4510988 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Bayesian forecasting and dynamic models. / rank | |||
Normal rank | |||
Latest revision as of 03:05, 23 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate DLMs for forecasting financial time series, with application to the management of portfolios |
scientific article |
Statements
Multivariate DLMs for forecasting financial time series, with application to the management of portfolios (English)
0 references
21 July 2020
0 references
Bayes
0 references
DLMs
0 references
finance
0 references
forecasting
0 references
multivariate
0 references
