A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance
Preprint in SSRN Electronic Journal (January 2020)
The most recent citing publications are shown below. View all 19 publications that cite this research output on Dimensions.
Density Forecasting
Book chapter (November 2019)
Forecast Density Combinations with Dynamic Learning for Large Data Sets in Economics and Finance
Preprint in SSRN Electronic Journal (January 2019)