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

From MaRDI portal
Revision as of 04:05, 23 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
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
    0 references