Bayesian reconciliation of return predictability
Borys Koval, Sylvia Frühwirth-Schnatter and Leopold Sögner
| Year of publication: |
2024
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|---|---|
| Authors: | Koval, Borys ; Frühwirth-Schnatter, Sylvia ; Sögner, Leopold |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 28.2024, 2, p. 337-378
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| Subject: | Bayes Factor | Bayesian control function approach | return predictability | shrinkage priors | VAR | Bayes-Statistik | Bayesian inference | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | VAR-Modell | VAR model | Schätzung | Estimation | Theorie | Theory | Kapitalmarktrendite | Capital market returns |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2022-0110 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014631938