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forecasting and (2009)

Abstract

Computationally intensive techniques for a fully

Publication details

Download	http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.142.7996
Source	http://www.galaxy.gmu.edu/interface/I01/I2001Proceedings/ASimpson/ASimpson.pdf
Contributors	CiteSeerX
Repository	CiteSeerX - Scientific Literature Digital Library and Search Engine (United States)
Keywords	Bayesian, DLMs, Finance, Forecasting, Multivariate, Monte Carlo Markov Chain (MCMC, Stochastic Volatility, Portfolio Management
Type	text
Language	English
Relation	10.1.1.11.7111, 10.1.1.30.8812