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subject:"Heston"
~person:"Gefang, Deborah"
~subject:"Börsenkurs"
~subject:"Prognoseverfahren"
~subject:"Share price"
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Heston
Börsenkurs
Prognoseverfahren
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Bayes-Statistik
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Bayesian inference
4
Estimation theory
4
Forecasting
4
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4
Induktive Statistik
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Schätztheorie
4
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Volatility
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Volatilität
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Hierarchical Prior
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Gefang, Deborah
Clark, Todd E.
22
Lord, Roger
14
Mertens, Elmar
14
Carriero, Andrea
11
Shin, Minchul
10
Tauchen, George Eugene
10
Zhang, Bo
10
Chan, Joshua
9
Koopman, Siem Jan
9
Marcellino, Massimiliano
9
Diebold, Francis X.
8
Kahl, Christian
8
McCracken, Michael W.
8
Todorov, Viktor
8
Cross, Jamie
7
Hou, Chenghan
7
Schorfheide, Frank
7
Aastveit, Knut Are
6
Bao Hoang Nguyen
6
Huber, Florian
6
Li, Jia
6
Poon, Aubrey
6
Koekkoek, Remmert
5
Koop, Gary
5
Maneesoonthorn, Worapree
5
Martin, Gael M.
5
Mumtaz, Haroon
5
Nason, James Michael
5
Ravazzolo, Francesco
5
Forbes, Catherine Scipione
4
Timmermann, Allan
4
Baumeister, Christiane
3
Dijk, Dick van
3
Gao, Shen
3
Guo, Na
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ECONIS (ZBW)
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Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
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2
Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
-
2019
Persistent link: https://www.econbiz.de/10012223665
Saved in:
3
Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
-
2019
Persistent link: https://www.econbiz.de/10012115020
Saved in:
4
Computationally efficient inference in large Bayesian mixed frequency VARs
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
Economics letters
191
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012508486
Saved in:
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