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Search: subject:"dynamic conditional score models"
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Forecasting model
5
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5
Dynamic Conditional Score models
3
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3
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3
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3
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3
density forecasts
3
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2
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2
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2
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Dynamic Conditional Score Models
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Generalized Autoregressive Score Models
2
Generalized t distribution
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2
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business cycle
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1
Bayesian inference
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Coronavirus
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Dynamic conditional score models
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Global Ice Volume
1
Ice-Ages
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Blazsek, Szabolcs
4
Escribano, Álvaro
2
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Kurosaki, Tetsuo
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Mazur, Blazej
1
Mazur, Błażej
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Mendez, Carlos
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Score-driven threshold ice-age models : benchmark models for long-run climate forecasts
Blazsek, Szabolcs
;
Escribano, Álvaro
-
2022
Persistent link: https://www.econbiz.de/10013259822
Saved in:
2
Robust estimation and forecasting of climate change using score-driven ice-age models
Blazsek, Szabolcs
;
Escribano, Álvaro
-
2021
Persistent link: https://www.econbiz.de/10013259967
Saved in:
3
Is the effectiveness of government bonds as a diversifier of equity risk weakened after the Covid-19 crisis?
Sakurai, Yuji
;
Kurosaki, Tetsuo
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2219-2236
Persistent link: https://www.econbiz.de/10013490939
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4
Density Forecasts of Polish Industrial Production: a Probabilistic Perspective on Business Cycle Fluctuations
Mazur, Blazej
-
2017
develop a relevant model class we make use of univariate
Dynamic
Conditional
Score
models
with Bayesian inference methods. We …
Persistent link: https://www.econbiz.de/10012232565
Saved in:
5
Probabilistic predictive analysis of business cyclefluctuations in Polish economy
Mazur, Błażej
- In:
Equilibrium : quarterly journal of economics and …
12
(
2017
)
3
,
pp. 435-452
Persistent link: https://www.econbiz.de/10012230859
Saved in:
6
Dynamic
conditional
score
models
of degrees of freedom : filtering with score-driven heavy tails
Blazsek, Szabolcs
;
Monteros, Luis Antonio
- In:
Applied economics
49
(
2017
)
53
,
pp. 5426-5440
Persistent link: https://www.econbiz.de/10011845187
Saved in:
7
Model stability and forecast performance of Beta-t-EGARCH
Blazsek, Szabolcs
;
Chavez, Helmuth
;
Mendez, Carlos
- In:
Applied economics letters
23
(
2016
)
16/18
,
pp. 1219-1223
Persistent link: https://www.econbiz.de/10011701871
Saved in:
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