Bayesian online variable selection and scalable multivariate volatility forecasting in simultaneous graphical dynamic linear models

Journal Article

Full Text

Duke Authors

Cited Authors

  • Gruber, LF; West, M

Published Date

  • July 2017

Volume / Issue

  • 3 /

Chapter

  • C

Start / End Page

  • 3 - 22

International Standard Serial Number (ISSN)

  • 2452-3062

Digital Object Identifier (DOI)

  • 10.1016/j.ecosta.2017.03.003