Comparing and evaluating Bayesian predictive distributions of asset returns
John Geweke; Gianni Amisano
| Year of publication: |
2010
|
|---|---|
| Authors: | Geweke, John ; Amisano, Gianni |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 26.2010, 2, p. 216-230
|
| Subject: | Wahrscheinlichkeitsrechnung | Probability theory | ARCH-Modell | ARCH model | Markov-Kette | Markov chain | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Theorie | Theory | USA | United States | 1976-2005 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003980280