Rejoinder to ‘Dynamic dependence networks: Financial time series forecasting and portfolio decisions’

DOI10.1002/asmb.2169zbMath1411.62310OpenAlexW2433279388MaRDI QIDQ4624959

Mike West, Zoey Yi Zhao, Meng Xie

Publication date: 20 February 2019

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asmb.2169

zbMATH Keywords

financial time series forecastingdependence networkportfolio decisions

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84)

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Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions

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