Mixed-frequency predictive regressions with parameter learning
Markus Leippold, Hanlin Yang
| Year of publication: |
2023
|
|---|---|
| Authors: | Leippold, Markus ; Yang, Hanlin |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 42.2023, 8, p. 1955-1972
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| Subject: | consumption–wealth ratio | mixed-frequency data | parameter learning | portfolio optimization | predictive regressions | stochastic volatility | Portfolio-Management | Portfolio selection | Regressionsanalyse | Regression analysis | Kapitaleinkommen | Capital income | Lernprozess | Learning process | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Volatilität | Volatility | Bayes-Statistik | Bayesian inference | Stochastischer Prozess | Stochastic process | Monte-Carlo-Simulation | Monte Carlo simulation |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.2999 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014432824