Forecasting time-varying covariance with a robust Bayesian threshold model
Chih-Chiang Wu and Jack C. Lee
| Year of publication: |
2011
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|---|---|
| Authors: | Wu, Chih-chiang ; Lee, Jack C. |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 30.2011, 5, p. 451-468
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| Subject: | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | Theorie | Theory | Robustes Verfahren | Robust statistics | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009354721