11-082/4 - Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index

  • Authors
    Monica Billio, University of Venice, GRETA Assoc. and School for Advanced Studies in Venice; Roberto Casarin, University of Venice, GRETA Assoc. and School for Advanced Studies in Venice; Francesco Ravazzolo, Norges Bank; Herman K. van Dijk, Erasmus University Rotterdam
  • Publication date
    May 17, 2011
  • Keywords
    Density Forecast Combination, Stock data
  • JEL
    C11, C15, C53, E37
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