An MCMC Approach to Multivariate Density Forecasting : An Application to Liquidity
Year of publication: |
2013
|
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Authors: | Krueger, Fabian |
Other Persons: | Nolte, Ingmar (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Prognoseverfahren | Forecasting model | Theorie | Theory | Statistische Verteilung | Statistical distribution | Monte-Carlo-Simulation | Monte Carlo simulation | Zeitreihenanalyse | Time series analysis | Markov-Kette | Markov chain |
Extent: | 1 Online-Ressource (30 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 5, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.1743707 [DOI] |
Classification: | C53 - Forecasting and Other Model Applications ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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