Rejoinder to ‘Dynamic dependence networks: Financial time series forecasting and portfolio decisions’
Zoey Zhao
Statistical Arbitrage Researcher Citadel LLC, Chicago, IL 60603, USA
Search for more papers by this authorMeng Xie
PhD Student, Department of Statistical Science Duke University, Durham, NC 27708, USA
Search for more papers by this authorCorresponding Author
Mike West
The Arts & Sciences Professor of Statistics & Decision Sciences Department of Statistical Science, Duke University, Durham, NC 27708, USA
Correspondence to: Mike West, The Arts & Sciences Professor of Statistics & Decision Sciences Department of Statistical Science, Duke University, Durham, NC 27708, USA,
E-mail: [email protected]
Search for more papers by this authorZoey Zhao
Statistical Arbitrage Researcher Citadel LLC, Chicago, IL 60603, USA
Search for more papers by this authorMeng Xie
PhD Student, Department of Statistical Science Duke University, Durham, NC 27708, USA
Search for more papers by this authorCorresponding Author
Mike West
The Arts & Sciences Professor of Statistics & Decision Sciences Department of Statistical Science, Duke University, Durham, NC 27708, USA
Correspondence to: Mike West, The Arts & Sciences Professor of Statistics & Decision Sciences Department of Statistical Science, Duke University, Durham, NC 27708, USA,
E-mail: [email protected]
Search for more papers by this author
References
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