Quantile Double AR Time Series Models for Financial Returns (Q4687340)
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scientific article; zbMATH DE number 6951856
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quantile Double AR Time Series Models for Financial Returns |
scientific article; zbMATH DE number 6951856 |
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Quantile Double AR Time Series Models for Financial Returns (English)
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11 October 2018
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Bayesian methods
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density forecasts
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generalized lambda distribution
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quantile forecasts
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Markov chain Monte Carlo Bayesian methods
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