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Multivariate DLMs for forecasting financial time series, with application to the management of portfolios

  • Simpson A
  • Wilkinson D
Physica-Verlag HD, (2000), 457-462
DOI: 10.1007/978-3-642-57678-2_63
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Simpson, A., & Wilkinson, D. J. (2000). Multivariate DLMs for forecasting financial time series, with application to the management of portfolios. In COMPSTAT (pp. 457–462). Physica-Verlag HD. https://doi.org/10.1007/978-3-642-57678-2_63

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