Does a Bayesian approach generate robust forecasts? Evidence from applications in portfolio investment decisions (Q904072): Difference between revisions

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Latest revision as of 07:53, 11 July 2024

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Does a Bayesian approach generate robust forecasts? Evidence from applications in portfolio investment decisions
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    Does a Bayesian approach generate robust forecasts? Evidence from applications in portfolio investment decisions (English)
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    15 January 2016
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    model selection
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    BIC
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    model averaging
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    model mixing
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    stock predictability
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    financial markets
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