Browsing All of EconStor by Author van Dijk, Herman
Showing results 1 to 3 of 3
| Year of Publication | Title | Author(s) |
| 2018 | Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies | Basturk, Nalan; Borowska, Agnieszka; Grassi, Stefano; Hoogerheide, Lennart; van Dijk, Herman |
| 2018 | Learning to Average Predictively over Good and Bad: Comment on: Using Stacking to Average Bayesian Predictive Distributions | Hoogerheide, Lennart; van Dijk, Herman |
| 2022 | A Flexible Predictive Density Combination Model for Large Financial Data Sets in Regular and Crisis Periods | Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; van Dijk, Herman |
