A Bayesian nonparametric investigation of the predictive effect of exchange rates on commodity prices
Xin Jin
| Year of publication: |
2020
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| Authors: | Jin, Xin |
| Published in: |
Frontiers of economics in China : selected publications from Chinese universities. - Beijing : Higher Education Press, ISSN 1673-3444, ZDB-ID 2295851-4. - Vol. 15.2020, 2, p. 179-210
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| Subject: | Bayesian nonparametrics | Dirichlet process mixture | stick-breaking pro-cess | Markov China Monte Carlo (MCMC) | predictive likelihood | foreign exchangerate | commodity price | Wechselkurs | Exchange rate | Rohstoffpreis | Commodity price | China | Bayes-Statistik | Bayesian inference | Monte-Carlo-Simulation | Monte Carlo simulation | Nichtparametrisches Verfahren | Nonparametric statistics | Prognoseverfahren | Forecasting model | Markov-Kette | Markov chain | Theorie | Theory | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3868/s060-011-020-0009-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012670623