FORECASTING GLOBAL EQUITY INDICES USING LARGE BAYESIAN VARS (Q4976362)

From MaRDI portal
scientific article; zbMATH DE number 6754571
Language Label Description Also known as
English
FORECASTING GLOBAL EQUITY INDICES USING LARGE BAYESIAN VARS
scientific article; zbMATH DE number 6754571

    Statements

    FORECASTING GLOBAL EQUITY INDICES USING LARGE BAYESIAN VARS (English)
    0 references
    0 references
    0 references
    0 references
    28 July 2017
    0 references
    BVAR
    0 references
    equity indices
    0 references
    forecasting
    0 references
    log-scores
    0 references
    stochastic volatility
    0 references
    0 references
    0 references

    Identifiers