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.