Bayesian prediction of jumps in large panels of time series data (Q6202925)
From MaRDI portal
scientific article; zbMATH DE number 7809914
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian prediction of jumps in large panels of time series data |
scientific article; zbMATH DE number 7809914 |
Statements
Bayesian prediction of jumps in large panels of time series data (English)
0 references
27 February 2024
0 references
dynamic factor model
0 references
forecasting stock returns
0 references
Markov chain Monte Carlo
0 references
sequential Monte Carlo
0 references
stochastic volatility with jumps
0 references
0 references
0 references
0 references
0 references
0 references
0 references
