Does a Bayesian approach generate robust forecasts? Evidence from applications in portfolio investment decisions (Q904072)
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scientific article; zbMATH DE number 6531006
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| English | Does a Bayesian approach generate robust forecasts? Evidence from applications in portfolio investment decisions |
scientific article; zbMATH DE number 6531006 |
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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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0.7124172449111938
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0.7026438117027283
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0.7024644017219543
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0.6945213079452515
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