Forecasting global equity indices using large Bayesian VARs
Florian Huber, Tamás Krisztin and Philipp Piribauer
| Year of publication: |
July 2017
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|---|---|
| Authors: | Huber, Florian ; Krisztin, Tamás ; Piribauer, Philipp |
| Published in: |
Bulletin of economic research. - Oxford : Wiley-Blackwell, ISSN 0307-3378, ZDB-ID 860069-7. - Vol. 69.2017, 3, p. 288-308
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| Subject: | BVAR | equity indices | forecasting | log-scores | stochastic volatility | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Welt | World | Börsenkurs | Share price | Volatilität | Volatility | Aktienindex | Stock index | Wirtschaftsindikator | Economic indicator |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/boer.12094 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011743287