Does a Bayesian approach generate robust forecasts? Evidence from applications in portfolio investment decisions (Q904072)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Does a Bayesian approach generate robust forecasts? Evidence from applications in portfolio investment decisions |
scientific article |
Statements
Does a Bayesian approach generate robust forecasts? Evidence from applications in portfolio investment decisions (English)
0 references
15 January 2016
0 references
model selection
0 references
BIC
0 references
model averaging
0 references
model mixing
0 references
stock predictability
0 references
financial markets
0 references
