18-009/III - The analysis and forecasting of ATP tennis matches using a high-dimensional dynamic model

  • Authors
    P. Gorgi, VU Amsterdam, The Netherlands; Siem Jan (S.J.) Koopman, VU Amsterdam, The Netherlands; CREATES Aarhus University, Denmark; R. Lit, VU Amsterdam, The Netherlands
  • Publication date
    January 26, 2018
  • Keywords
    Sports statistics, Score-driven time series models, Rankings, Forecasting.
  • JEL
    C32, C53.