Real-time density forecasts from Bayesian vector autoregressions with stochastic volatility
Year of publication: |
2011
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Authors: | Clark, Todd E. |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 29.2011, 3, p. 327-341
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Subject: | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Volatilität | Volatility | Theorie | Theory | Stochastischer Prozess | Stochastic process | Statistische Verteilung | Statistical distribution |
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