A flexible predictive density combination for large financial data sets in regular and crisis periods
| dc.contributor.author | Casarin, Roberto | |
| dc.contributor.author | Grassi, Stefano | |
| dc.contributor.author | Ravazzolo, Francesco | |
| dc.contributor.author | Dijk, Herman K. van | |
| dc.date.accessioned | 2024-07-12T10:42:16Z | |
| dc.date.available | 2024-07-12T10:42:16Z | |
| dc.date.issued | 2023 | |
| dc.description.tableofcontents | Journal of Econometrics, Vol. 237, 2023; PP. 1-12 https://doi.org/10.1016/j.jeconom.2022.11.004 | vi |
| dc.identifier.issn | 0304-4076 | |
| dc.identifier.uri | https://thuvienso.hoasen.edu.vn/handle/123456789/15469 | |
| dc.language.iso | en | vi |
| dc.publisher | Elsevier | vi |
| dc.subject | Density combination | vi |
| dc.subject | Dynamic factor models | vi |
| dc.subject | Nonlinear state-space | vi |
| dc.title | A flexible predictive density combination for large financial data sets in regular and crisis periods | vi |
| dc.type | Article | vi |
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