Bayesian forecasting and portfolio decisions using dynamic dependent sparse factor models

Journal Article

Full Text

Duke Authors

Cited Authors

  • Zhou, X; Nakajima, J; West, M

Published Date

  • October 2014

Published In

Volume / Issue

  • 30 / 4

Start / End Page

  • 963 - 980

International Standard Serial Number (ISSN)

  • 0169-2070

Digital Object Identifier (DOI)

  • 10.1016/j.ijforecast.2014.03.017