Multivariate DLMs for forecasting financial time series, with application to the management of portfolios (Q3297995): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Import240304020342 (talk | contribs)
Set profile property.
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank

Revision as of 11:36, 5 March 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
    0 references
    0 references
    0 references
    21 July 2020
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    Bayes
    0 references
    DLMs
    0 references
    finance
    0 references
    forecasting
    0 references
    multivariate
    0 references