Bayesian model averaging and exchange rate forecasts
Year of publication: |
2008
|
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Authors: | Wright, Jonathan H. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 146.2008, 2, p. 329-341
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Subject: | Bayes-Statistik | Bayesian inference | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Modellierung | Scientific modelling | Random Walk | Random walk | Bootstrap-Verfahren | Bootstrap approach | Industrieländer | Industrialized countries |
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