Discussion of ‘Dynamic dependence networks: financial time series forecasting and portfolio decisions’

DOI10.1002/ASMB.2167zbMATH Open1411.62297OpenAlexW2426143485MaRDI QIDQ4624957

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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.2167

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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