Combining var forecast densities using fast fourier transform
Year of publication: |
2010
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Authors: | Ryšánek, Jakub |
Published in: |
Acta oeconomica Pragensia : vědecký časopis Vysoke Školy Ekonomické v Praze. - Praha : [Verlag nicht ermittelbar], ISSN 0572-3043, ZDB-ID 959721-9. - Vol. 18.2010, 5, p. 72-88
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Subject: | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Finanzmathematik | Mathematical finance | Nationaleinkommen | National income | Tschechien | Czech Republic |
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