Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies
Basturk, Nalan, Borowska, Agnieszka, Grassi, Stefano, Hoogerheide, Lennart F., van Dijk, Herman K.Year:
2018
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.3265977
File:
PDF, 3.33 MB
2018