Forecast density combinations of dynamic models and data driven portfolio strategies (Q1740348)
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scientific article; zbMATH DE number 7049094
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| English | Forecast density combinations of dynamic models and data driven portfolio strategies |
scientific article; zbMATH DE number 7049094 |
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Forecast density combinations of dynamic models and data driven portfolio strategies (English)
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30 April 2019
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forecast combination
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momentum strategy
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filtering methods
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Bayes estimates
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