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Bayesian Conditional Cointegration
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Related contextRelated contextAuthorshipAuthorshipTopic signalTopic signalTopic signalRelated contextBayesian Conditional CointegrationWBayesian Conditional Cointegrationpreprint / 2012Chris BracegirdleAChris BracegirdleResearcherDavid BarberADavid BarberResearcherMachine LearningTMachine Learning49008 worksMethodologyTMethodology5119 worksComputational Engineering, Finance, and ScienceTComputational Engineeri...1260 works
Paper5 links

Bayesian Conditional Cointegration

preprint / 2012