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1
Conditional value-at-risk forecasts of an optimal foreign currency portfolio
Kim, Dongwhan
;
Kang, Kyu Ho
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 838-861
Persistent link: https://www.econbiz.de/10012792873
Saved in:
2
The time-varying effects of permanent and transistory shocks to real output
Keating, John William
;
Valcarcel, Victor J.
- In:
Macroeconomic dynamics
19
(
2015
)
3
,
pp. 477-507
Persistent link: https://www.econbiz.de/10011308634
Saved in:
3
Fat-tails in VAR models
Chiu, Ching Wai Jeremy
;
Mumtaz, Haroon
;
Pinter, Gabor
-
2014
volatility
and Student-t disturbances outperforms restricted alternatives that feature either attributes. The VAR model with …
Persistent link: https://www.econbiz.de/10010339759
Saved in:
4
Daily exchange rate behaviour and hedging of currency risk
Bos, Charles S.
;
Mahieu, Ronald J.
;
Dijk, Herman K. van
-
2001
methods. The effects ofseveral modelcharacteristics (unit roots, GARCH, stochastic
volatility
, heavy taileddisturbance …
Persistent link: https://www.econbiz.de/10011313921
Saved in:
5
Global risk and the dollar
Georgiadis, Georgios
;
Müller, Gernot J.
;
Schumann, Ben
-
2021
Persistent link: https://www.econbiz.de/10012543257
Saved in:
6
Multivariate stochastic
volatility
with dynamic cross leverage
Trojan, Sebastian
-
2014
Persistent link: https://www.econbiz.de/10010437486
Saved in:
7
Bayesian inference for a periodic stochastic
volatility
model of intraday electricity prices
Smith, Michael Stanley
- In:
Statistical modelling and regression structures : …
,
(pp. 353-376)
.
2010
Persistent link: https://www.econbiz.de/10003964500
Saved in:
8
Chapter 15. Forecasting with Bayesian Vector Autoregression
Karlsson, Sune
-
2013
This chapter reviews Bayesian methods for inference and forecasting with VAR models. Bayesian inference and, by extension, forecasting depends on numerical methods for simulating from the posterior distribution of the parameters and special attention is given to the implementation of the...
Persistent link: https://www.econbiz.de/10014025233
Saved in:
9
Structural compressed panel VAR with stochastic
volatility
: a robust Bayesian model averaging procedure
Pacifico, Antonio
- In:
Econometrics : open access journal
10
(
2022
)
3
,
pp. 1-24
predictors, where robust stands for the use of mixtures of proper conjugate priors. Concerning dynamic analysis,
volatility
…
Persistent link: https://www.econbiz.de/10013459503
Saved in:
10
Scalable inference for a full multivariate stochastic
volatility
model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
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