Density prediction of stock index returns using GARCH models : frequentist or Bayesian estimation?
Lennart F. Hoogerheide; David Ardia; Nienke Corré
| Year of publication: |
2012
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|---|---|
| Authors: | Hoogerheide, Lennart F. ; Ardia, David ; Corré, Nienke |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 116.2012, 3, p. 322-325
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| Subject: | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Bayes-Statistik | Bayesian inference | Theorie | Theory | Aktienindex | Stock index | Modellierung | Scientific modelling | Volatilität | Volatility |
| 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/10009674398