Bayesian semiparametric modeling of realized covariance matrices
Xin Jin, John M. Maheu
| Year of publication: |
May 2016
|
|---|---|
| Authors: | Jin, Xin ; Maheu, John M. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 192.2016, 1, p. 19-39
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| Subject: | Multi-period density forecasts | Inverse-Wishart distribution | Beam sampling | Hierarchical Dirichlet process | Infinite hidden Markov model | Markov-Kette | Markov chain | Bayes-Statistik | Bayesian inference | Theorie | Theory | Statistische Verteilung | Statistical distribution | Prognoseverfahren | Forecasting model | Korrelation | Correlation | Stichprobenerhebung | Sampling |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2015.11.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011610652