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~person:"Allenby, Greg M."
~person:"Huber, Florian"
~subject:"Statistical distribution"
~type:"article"
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Allenby, Greg M.
Huber, Florian
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Tail forecasting with multivariate bayesian additive regression trees
Clark, Todd E.
;
Huber, Florian
;
Koop, Gary
;
Marcellino, …
- In:
International economic review
64
(
2023
)
3
,
pp. 979-1022
Persistent link: https://www.econbiz.de/10014330274
Saved in:
2
Predicting international equity returns: evidence from time-varying parameter vector autoregressive models
Gupta, Rangan
;
Huber, Florian
;
Piribauer, Philipp
- In:
International review of financial analysis
68
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012300967
Saved in:
3
Adaptive shrinkage in Bayesian vector autoregressive models
Huber, Florian
;
Feldkircher, Martin
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
1
,
pp. 27-39
Persistent link: https://www.econbiz.de/10012175868
Saved in:
4
Density forecasting using Bayesian global vector autoregressions with stochastic volatility
Huber, Florian
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 818-837
Persistent link: https://www.econbiz.de/10011621824
Saved in:
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