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Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights
Hoogerheide, Lennart; Kleijn, Richard; Ravazzolo, Francesco - In: Journal of forecasting 29 (2010) 1/2, pp. 251-269
Persistent link: https://www.econbiz.de/10003951847
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Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights
Hoogerheide, Lennart; Kleijn, Richard; Ravazzolo, Francesco - In: Journal of forecasting 29 (2010) 1, pp. 251-270
Persistent link: https://www.econbiz.de/10008386634
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The impact of parameter and model uncertainty on market risk predictions from GARCH‐type models
Ardia, David; Kolly, Jeremy; Trottier, Denis‐Alexandre - In: Journal of forecasting 36 (2017) 7, pp. 808-823
Persistent link: https://www.econbiz.de/10011860735