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Rejoinder to ‘Dynamic dependence networks: Financial time series forecasting and portfolio decisions’

Publication ,  Journal Article
Zhao, Z; Xie, M; West, M
Published in: Applied Stochastic Models in Business and Industry
May 1, 2016

Researchers provide a rejoinder to discussion on 'Dynamic dependence networks: Financial time series forecasting and portfolio decisions'. The authors state that there is a need to consider more formal approaches to defining ordering(s) for evaluation. One challenge is to integrate the 'in/out' structures of Bayesian variable selection priors with traditional dynamic models for time evolutions, and this has proven challenging. In a very real, practical sense, the dynamic latent thresholding concept provides for time-adaptive variable selection.

Duke Scholars

Published In

Applied Stochastic Models in Business and Industry

DOI

EISSN

1526-4025

ISSN

1524-1904

Publication Date

May 1, 2016

Volume

32

Issue

3

Start / End Page

336 / 339

Related Subject Headings

  • Statistics & Probability
  • 4905 Statistics
  • 4901 Applied mathematics
  • 3502 Banking, finance and investment
  • 1502 Banking, Finance and Investment
  • 0104 Statistics
  • 0102 Applied Mathematics
 

Citation

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ICMJE
MLA
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Zhao, Z., Xie, M., & West, M. (2016). Rejoinder to ‘Dynamic dependence networks: Financial time series forecasting and portfolio decisions’. Applied Stochastic Models in Business and Industry, 32(3), 336–339. https://doi.org/10.1002/asmb.2169
Zhao, Z., M. Xie, and M. West. “Rejoinder to ‘Dynamic dependence networks: Financial time series forecasting and portfolio decisions’.” Applied Stochastic Models in Business and Industry 32, no. 3 (May 1, 2016): 336–39. https://doi.org/10.1002/asmb.2169.
Zhao Z, Xie M, West M. Rejoinder to ‘Dynamic dependence networks: Financial time series forecasting and portfolio decisions’. Applied Stochastic Models in Business and Industry. 2016 May 1;32(3):336–9.
Zhao, Z., et al. “Rejoinder to ‘Dynamic dependence networks: Financial time series forecasting and portfolio decisions’.” Applied Stochastic Models in Business and Industry, vol. 32, no. 3, May 2016, pp. 336–39. Scopus, doi:10.1002/asmb.2169.
Zhao Z, Xie M, West M. Rejoinder to ‘Dynamic dependence networks: Financial time series forecasting and portfolio decisions’. Applied Stochastic Models in Business and Industry. 2016 May 1;32(3):336–339.
Journal cover image

Published In

Applied Stochastic Models in Business and Industry

DOI

EISSN

1526-4025

ISSN

1524-1904

Publication Date

May 1, 2016

Volume

32

Issue

3

Start / End Page

336 / 339

Related Subject Headings

  • Statistics & Probability
  • 4905 Statistics
  • 4901 Applied mathematics
  • 3502 Banking, finance and investment
  • 1502 Banking, Finance and Investment
  • 0104 Statistics
  • 0102 Applied Mathematics