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Journal of Forecasting
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Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation
Chan, Joshua C. C.
;
Jacobi, Liana
;
Zhu, Dan
- In:
Journal of Forecasting
39
(
2020
)
6
,
pp. 934-943
Persistent link: https://www.econbiz.de/10012189061
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A new hedging hypothesis regarding prediction interval formation in stock price forecasting
Zhu, Dan
;
Wang, Qingwei
;
Goddard, John
- In:
Journal of Forecasting
41
(
2021
)
4
,
pp. 697-717
Persistent link: https://www.econbiz.de/10012632595
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