Modeling and forecasting aggregate stock market volatility in unstable environments using mixture innovation regressions (Q4687631)
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scientific article; zbMATH DE number 6952628
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling and forecasting aggregate stock market volatility in unstable environments using mixture innovation regressions |
scientific article; zbMATH DE number 6952628 |
Statements
Modeling and forecasting aggregate stock market volatility in unstable environments using mixture innovation regressions (English)
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12 October 2018
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parameter instability
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Bayesian model averaging
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forecasts
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