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~isPartOf:"International journal of forecasting"
~person:"Hoogerheide, Lennart"
~person:"Korobilis, Dimitris"
~person:"Zhou, Guofu"
~subject:"Bayesian inference"
~subject:"CAPM"
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Hoogerheide, Lennart
Korobilis, Dimitris
Zhou, Guofu
Koop, Gary
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International journal of forecasting
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ECONIS (ZBW)
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Bayesian forecasting of Value at Risk and Expected Shortfall using adaptive importance sampling
Hoogerheide, Lennart
;
Dijk, Herman K. van
- In:
International journal of forecasting
26
(
2010
)
2
,
pp. 231-247
Persistent link: https://www.econbiz.de/10003980297
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Quantile regression forecasts of inflation under model uncertainty
Korobilis, Dimitris
- In:
International journal of forecasting
33
(
2017
)
1
,
pp. 11-20
Persistent link: https://www.econbiz.de/10011754680
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