Richard Kleijn

affiliation not provided to SSRN

SCHOLARLY PAPERS

1

DOWNLOADS

139

SSRN CITATIONS
Rank 40,121

SSRN RANKINGS

Top 40,121

in Total Papers Citations

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

Forecast Accuracy and Economic Gains from Bayesian Model Averaging Using Time Varying Weights

Tinbergen Institute Discussion Paper 09-061/4
Number of pages: 28 Posted: 17 Jul 2009
VU University Amsterdam, affiliation not provided to SSRN, Free University of Bolzano, Tinbergen Institute and Erasmus University - Rotterdam School of Management
Downloads 139 (208,117)
Citation 16

Abstract:

Loading...

forecast combination, Bayesian model averaging, time varying model weights, portfolio optimization, business cycle