Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum Strategies

N. Basturk, S. Grassi, L.F. Hoogerheide, H.K. van Dijk

Research output: Working paper / PreprintWorking paperProfessional

Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Number of pages44
Publication statusPublished - 2016

Publication series

NameTI Discussion Papers
No.99/III

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