A Bayesian quantile time series model for asset returns
Jim E. Griffin and Gelly Mitrodima
| Year of publication: |
2022
|
|---|---|
| Authors: | Griffin, Jim E. ; Mitrodima, Gelly |
| Subject: | Bayesian nonparametrics | Predictive density | Stationarity | Transformation models | Zeitreihenanalyse | Time series analysis | Bayes-Statistik | Bayesian inference | Prognoseverfahren | Forecasting model | Nichtparametrisches Verfahren | Nonparametric statistics | Volatilität | Volatility | Kapitalmarktrendite | Capital market returns | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2020.1766470 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012804077