Title: Using dynamic model averaging in state space representation with dynamic Occam's window and applications to the stock and gold market
Authors: Risse, Marian 
Ohl, Ludwig
Language: en
Issue Date: 2017
Publisher: Elsevier
Document Type: Article
Source: Enthalten in: Journal of empirical finance. - [S.l.] : Elsevier Science, 1993. - Online-Ressource . - Bd. 44.2017, Seite 158-176
Journal / Series / Working Paper (HSU): Journal of empirical finance 
Volume: 44
Page Start: 158
Page End: 176
Organization Units (connected with the publication): VWL, insb. Monetäre Ökonomik 
URL: https://ub.hsu-hh.de/DB=1.8/XMLPRS=N/PPN?PPN=1015581064
DOI: 10.1016/j.jempfin.2017.09.005
Appears in Collections:2017

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