Pages that link to "Item:Q4624956"
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The following pages link to Dynamic dependence networks: Financial time series forecasting and portfolio decisions (Q4624956):
Displaying 15 items.
- Achieving shrinkage in a time-varying parameter model framework (Q89526) (← links)
- Sparse Bayesian time-varying covariance estimation in many dimensions (Q117775) (← links)
- Dynamic Bayesian predictive synthesis in time series forecasting (Q1740347) (← links)
- Bayesian emulation for multi-step optimization in decision problems (Q1757667) (← links)
- Parsimony inducing priors for large scale state-space models (Q2155306) (← links)
- Optimal asset allocation with multivariate Bayesian dynamic linear models (Q2179969) (← links)
- Dynamic quantile linear models: a Bayesian approach (Q2226684) (← links)
- Signal propagation of fuzzy granule networks deriving from financial time series (Q2246972) (← links)
- Predictive Macro-Finance With Dynamic Partition Models (Q3095159) (← links)
- Rejoinder to ‘Dynamic dependence networks: Financial time series forecasting and portfolio decisions’ (Q4624959) (← links)
- Bayesian Computation in Dynamic Latent Factor Models (Q5057076) (← links)
- (Q6073218) (← links)
- Bayesian circular lattice filters for computationally efficient estimation of multivariate time-varying autoregressive models (Q6113744) (← links)
- Adaptive variable selection for sequential prediction in multivariate dynamic models (Q6198360) (← links)
- Portfolio selection for individual passive investing (Q6576824) (← links)
