Optimal probabilistic forecasts : when do they work?
Year of publication: |
September 2020
|
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Authors: | Martin, Gael M. ; Loiza-Maya, Ruben ; Frazier, David T. ; Maneesoonthorn, Worapree ; Ramírez, Andrés |
Publisher: |
[Victoria, Australia] : Monash University, Department of Econometrics and Business Statistics |
Subject: | Coherent predictions | linear predictive pools | predictive distributions | proper scoring rules | stochastic volatility with jumps | testing equal predictive ability | Theorie | Theory | Prognoseverfahren | Forecasting model | Wahrscheinlichkeitsrechnung | Probability theory | Statistischer Test | Statistical test |
Extent: | 1 Online-Ressource (circa 33 Seiten) Illustrationen |
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Series: | Working paper / Department of Econometrics and Business Statistics, Monash University. - Clayton, Vic., ZDB-ID 2419033-0. - Vol. 20, 33 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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