Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance

R. Casarin, S. Grassi, F. Ravazzolo, H.K. van Dijk

    Research output: Working paper / PreprintWorking paperProfessional

    Abstract

    , Norway; Herman K. van Dijk, Erasmus University Rotterdam, VU University Amsterdam, the Netherlands
    Original languageEnglish
    Place of PublicationAmsterdam
    PublisherTinbergen Institute
    Number of pages58
    Publication statusPublished - 2015

    Publication series

    NameTI Discussion Paper
    No.15-084/III

    Fingerprint

    Dive into the research topics of 'Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance'. Together they form a unique fingerprint.

    Cite this