Multivariate dynamic mixed-frequency density pooling for financial forecasting
Audronė Virbickaitė, Hedibert F. Lopes, Martina Danielova Zaharieva
| Year of publication: |
2025
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|---|---|
| Authors: | Virbickaitė, Audronė ; Lopes, Hedibert Freitas ; Zaharieva, Martina Danielova |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier Science, ISSN 0169-2070, ZDB-ID 1495951-3. - Vol. 41.2025, 3, p. 1184-1198
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| Subject: | Realized volatility | Conditional value at risk | Density combination | Global minimum variance | High frequency | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Statistische Verteilung | Statistical distribution | Risikomaß | Risk measure | Theorie | Theory | ARCH-Modell | ARCH model | Wechselkurs | Exchange rate | Varianzanalyse | Analysis of variance | Portfolio-Management | Portfolio selection | Finanzmarkt | Financial market | Multivariate Analyse | Multivariate analysis | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2024.11.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015441556