Stock market price indices modelling by a small scale Bayesian VAR : the case of British FTSE and German DAX index
Miloš Bikár, Martin Hodula
| Year of publication: |
2016
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| Authors: | Bikár, Miloš ; Hodula, Martin |
| Published in: |
Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie. - Bratislava : Slovak Akad. Press, ISSN 0013-3035, ZDB-ID 715023-4. - Vol. 64.2016, 8, p. 737-750
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| Subject: | Bayesian VAR | forecasting | stock market indices | Deutschland | Germany | VAR-Modell | VAR model | Prognoseverfahren | Forecasting model | Aktienindex | Stock index | Bayes-Statistik | Bayesian inference | Großbritannien | United Kingdom | Börsenkurs | Share price | Wirtschaftsindikator | Economic indicator | Aktienmarkt | Stock market | Schätzung | Estimation | Index-Futures | Index futures | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
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| 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/10011582851