A flexible predictive density combination for large financial data sets in regular and crisis periods

Roberto Casarin, Stefano Grassi, Francesco Ravazzolo, Herman K. van Dijk

Year of publication:	2023
Authors:	Casarin, Roberto ; Grassi, Stefano ; Ravazzolo, Francesco ; Dijk, Herman K. van
Published in:	Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 237.2023, 2,3, p. 1-12
Subject:	Bayesian inference \| Density combination \| Dynamic factor models \| Large set of predictive densities \| Nonlinear state-space \| Bayes-Statistik \| Prognoseverfahren \| Forecasting model \| Statistische Verteilung \| Statistical distribution \| Zustandsraummodell \| State space model \| Monte-Carlo-Simulation \| Monte Carlo simulation \| Theorie \| Theory \| Zeitreihenanalyse \| Time series analysis

Online Resource

Check full text access |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10014471818

A service of the