Multivariate DLMs for forecasting financial time series, with application to the management of portfolios (Q3297995)
From MaRDI portal
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