publication:

Multivariate DLMs for Forecasting Financial Time series, with Application to the Management of Portfolios (2000)

Author(s): Simpson A, Wilkinson DJ

      • Conference Name: 14th Proceedings in Computational Statistics 2000 - COMPSTAT
      • Pages: 457-462
      • Publisher: Physica-Verlag
      • Publication type: Conference Proceedings (inc. abstract)
      • Bibliographic status: Published
        Staff

        Professor Darren Wilkinson
        Professor of Stochastic Modelling