Optimal Prediction Pools
Year of publication: |
2009-03
|
---|---|
Authors: | Geweke, John ; Amisano, Gianni |
Institutions: | European Central Bank |
Subject: | forecasting | GARCH | log scoring | Markov mixture | model combination |
-
Geweke, John, (2009)
-
Geweke, John, (2008)
-
Comparing and evaluating Bayesian predictive distributions of assets returns
Geweke, John, (2008)
- More ...
-
Analysis of variance for bayesian inference
Geweke, John, (2011)
-
Hierarchical Markov normal mixture models with applications to financial asset returns
Geweke, John, (2007)
-
Comparing and evaluating Bayesian predictive distributions of assets returns
Geweke, John, (2008)
- More ...