Bayesian forecasting is a natural product of a Bayesian approach to inference. The Bayesian approach in general …. In Bayesian forecasting, one simply takes a subset of the unknown quantities to be future values of some variables of … interest. This chapter presents the principles of Bayesian forecasting, and describes recent advances in computational …

This paper is concerned with the Bayesian estimation and comparison of flexible, high dimensional multivariate time …

Bayesian techniques. A salient feature of the model is an extension of the typically postulated quadratic cost structure for …

This paper shows how one can compute option prices from a Bayesian inference viewpoint, using an econometric model for …

Adaptive Polar Sampling (APS) is proposed as a Markov chain Monte Carlomethod for Bayesian analysis of models with ill … applied within a Bayesian analysisof a GARCH-mixture model which is used for the evaluation of theValue-at-Risk of the return …