Bayesian assessment of dynamic quantile forecasts
Richard Gerlach, Cathy W.S. Chen and Edward M.H. Lin
| Year of publication: |
December 2016
|
|---|---|
| Authors: | Gerlach, Richard ; Chen, Cathy W. S. ; Lin, Edward M. H. |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 35.2016, 8, p. 751-764
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| Subject: | bayesian hypothesis testing | bayes factor | asymmetric-laplace distribution | value-at-risk | quantile regression | Theorie | Theory | Bayes-Statistik | Bayesian inference | Risikomaß | Risk measure | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Statistischer Test | Statistical test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.2408 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011633826