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person:"McAleer, Michael"
~accessRights:"restricted"
~isPartOf:"CAMA working paper series"
~isPartOf:"International journal of forecasting"
~isPartOf:"TI 2017-038/III Tinbergen Institute Discussion Paper"
~person:"Poon, Aubrey"
~subject:"Capital market returns"
~subject:"Forecasting model"
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McAleer, Michael
Poon, Aubrey
Wang, Yudong
4
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International journal of forecasting
TI 2017-038/III Tinbergen Institute Discussion Paper
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Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
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2
Macroeconomic forecasting with large Bayesian VARs : global-local priors and the illusion of sparsity
Cross, Jamie
;
Hou, Chenghan
;
Poon, Aubrey
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 899-915
Persistent link: https://www.econbiz.de/10012497058
Saved in:
3
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
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