利用同步图形动态线性模型对 JSE 股票收益率进行贝叶斯预测*
IF 1.2
4区 经济学
Q3 BUSINESS, FINANCE
引用次数: 0
摘要
在预测多元时间序列时，跨序列依赖关系对获得准确预测至关重要。同步图形动态线性模型（SGDLMs）是一种贝叶斯模型，其中包含...本文章由计算机程序翻译，如有差异，请以英文原文为准。
Bayesian forecasting of stock returns on the JSE using simultaneous graphical dynamic linear models*
Cross-series dependencies are crucial in obtaining accurate forecasts when forecasting a multivariate time series. Simultaneous Graphical Dynamic Linear Models (SGDLMs) are Bayesian models that ele...
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来源期刊
Investment Analysts Journal
BUSINESS, FINANCE-
CiteScore
1.90
自引率
11.10%
发文量
22
期刊介绍：
The Investment Analysts Journal is an international, peer-reviewed journal, publishing high-quality, original research three times a year. The journal publishes significant new research in finance and investments and seeks to establish a balance between theoretical and empirical studies. Papers written in any areas of finance, investment, accounting and economics will be considered for publication. All contributions are welcome but are subject to an objective selection procedure to ensure that published articles answer the criteria of scientific objectivity, importance and replicability. Readability and good writing style are important. No articles which have been published or are under review elsewhere will be considered. All submitted manuscripts are subject to initial appraisal by the Editor, and, if found suitable for further consideration, to peer review by independent, anonymous expert referees. All peer review is double blind and submission is via email. Accepted papers will then pass through originality checking software. The editors reserve the right to make the final decision with respect to publication.
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