Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies

N. Basturk, A. Borowska, S. Grassi, L.F. Hoogerheide, Herman (H.K.) van Dijk

Research output: Working paperAcademic

Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Number of pages53
Volume18-076/III
Publication statusPublished - 2018

Publication series

NameTI Discussion Paper Series
PublisherTinbergen Institute
Volume18-076/III

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