Real-time density forecasts from Bayesian vector autoregressions with stochastic volatility
Todd E. Clark
| Year of publication: |
2011
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|---|---|
| Authors: | Clark, Todd E. |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 29.2011, 3, p. 327-341
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| Subject: | Prognoseverfahren | Forecasting model | Volatilität | Volatility | VAR-Modell | VAR model | Schätztheorie | Estimation theory | Schätzung | Estimation | Statistische Verteilung | Statistical distribution | Bayes-Statistik | Bayesian inference |
| Extent: | graph. Darst. |
|---|---|
| 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/10009232552