{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,3,27]],"date-time":"2025-03-27T07:01:06Z","timestamp":1743058866602,"version":"3.40.3"},"publisher-location":"Singapore","reference-count":10,"publisher":"Springer Singapore","isbn-type":[{"type":"print","value":"9789811514678"},{"type":"electronic","value":"9789811514685"}],"license":[{"start":{"date-parts":[[2020,1,1]],"date-time":"2020-01-01T00:00:00Z","timestamp":1577836800000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2020]]},"DOI":"10.1007\/978-981-15-1468-5_132","type":"book-chapter","created":{"date-parts":[[2020,2,3]],"date-time":"2020-02-03T19:05:02Z","timestamp":1580756702000},"page":"1129-1138","update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":0,"title":["Dynamic Model Average for Stock Index Return"],"prefix":"10.1007","author":[{"given":"Qingyu","family":"Meng","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","published-online":{"date-parts":[[2020,2,4]]},"reference":[{"issue":"3","key":"132_CR1","doi-asserted-by":"publisher","first-page":"168","DOI":"10.1057\/s11369-017-0038-0","volume":"52","author":"Douglas Holtz-Eakin","year":"2017","unstructured":"Holtz-Eakin, Douglas. 2017. Policy uncertainty and the economic outlook. Business Economics 52 (3): 168\u2013169.","journal-title":"Business Economics"},{"key":"132_CR2","doi-asserted-by":"publisher","first-page":"210","DOI":"10.1016\/j.ribaf.2019.01.004","volume":"48","author":"Hassan F. Gholipour","year":"2019","unstructured":"Gholipour, Hassan F. 2019. The effects of economic policy and political uncertainties on economic activities. Research in International Business and Finance 48: 210\u2013218.","journal-title":"Research in International Business and Finance"},{"issue":"4","key":"132_CR3","doi-asserted-by":"publisher","first-page":"1219","DOI":"10.1111\/j.1540-6261.2012.01746.x","volume":"67","author":"Lubos Pastor","year":"2016","unstructured":"Pastor, Lubos, and Pietro Veronesi. 2016. Uncertainty about government policy and stock prices. The Journal of Finance 67 (4): 1219\u20131264.","journal-title":"The Journal of Finance"},{"issue":"2","key":"132_CR4","doi-asserted-by":"publisher","first-page":"237","DOI":"10.1111\/insr.12249","volume":"86","author":"Anabel Forte","year":"2018","unstructured":"Forte, Anabel, Gonzalo Garcia-Donato, and Mark Steel. 2018. Methods and tools for Bayesian variable selection and model averaging in normal linear regression. International Statistical Review 86 (2, Nov): 237\u2013258.","journal-title":"International Statistical Review"},{"issue":"1","key":"132_CR5","doi-asserted-by":"publisher","first-page":"52","DOI":"10.1198\/TECH.2009.08104","volume":"52","author":"AE Raftery","year":"2010","unstructured":"Raftery, A.E., M. K\u00e1rny, and P. Ettler. 2010. Online prediction under model uncertainty via dynamic model averaging: Application to a cold rolling mill. Technometrics 52 (1): 52\u201366.","journal-title":"Technometrics"},{"issue":"4","key":"132_CR6","first-page":"168","volume":"55","author":"H Naser","year":"2017","unstructured":"Naser, H., and F. Alaali. 2017. Can oil prices help predict US stock market returns? Evidence using a dynamic model averaging (DMA) approach. Empirical Economics 55 (4): 168\u2013169.","journal-title":"Empirical Economics"},{"unstructured":"Catania L., and N. Nonejad. 2018. Dynamic model averaging for practitioners in economics and finance: The eDMA package. Journal of Statistical Software 84(11): 1\u201339.","key":"132_CR7"},{"issue":"518","key":"132_CR8","doi-asserted-by":"publisher","first-page":"733","DOI":"10.1080\/01621459.2016.1165104","volume":"112","author":"DR Kowal","year":"2017","unstructured":"Kowal, D.R., D.S. Matteson, and D. Ruppert. 2017. A Bayesian multivariate functional dynamic linear model. Journal of the American Statistical Association 112 (518): 733\u2013744.","journal-title":"Journal of the American Statistical Association"},{"key":"132_CR9","doi-asserted-by":"publisher","DOI":"10.1201\/9781439882757","volume-title":"Time series: Modeling, computation, and inference","author":"R Prado","year":"2010","unstructured":"Prado, R., and M. West. 2010. Time series: Modeling, computation, and inference. Boca Raton: CRC Press."},{"issue":"4","key":"132_CR10","doi-asserted-by":"publisher","first-page":"1593","DOI":"10.1093\/qje\/qjw024","volume":"131","author":"Scott R Baker","year":"2016","unstructured":"Baker, Scott R., Nicholas Bloom, and Steven J. Davis. 2016. Measuring economic policy uncertainty. The Quarterly Journal of Economics 131 (4): 1593\u20131636.","journal-title":"The Quarterly Journal of Economics"}],"container-title":["Advances in Intelligent Systems and Computing","Data Processing Techniques and Applications for Cyber-Physical Systems (DPTA 2019)"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/978-981-15-1468-5_132","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2020,5,19]],"date-time":"2020-05-19T16:21:24Z","timestamp":1589905284000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/978-981-15-1468-5_132"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2020]]},"ISBN":["9789811514678","9789811514685"],"references-count":10,"URL":"https:\/\/doi.org\/10.1007\/978-981-15-1468-5_132","relation":{},"ISSN":["2194-5357","2194-5365"],"issn-type":[{"type":"print","value":"2194-5357"},{"type":"electronic","value":"2194-5365"}],"subject":[],"published":{"date-parts":[[2020]]},"assertion":[{"value":"4 February 2020","order":1,"name":"first_online","label":"First Online","group":{"name":"ChapterHistory","label":"Chapter History"}}]}}