Quantile double AR time series models for financial returns (Q4687340)
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scientific article; zbMATH DE number 6951856
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| default for all languages | No label defined |
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| English | Quantile double AR time series models for financial returns |
scientific article; zbMATH DE number 6951856 |
Statements
Quantile Double AR Time Series Models for Financial Returns (English)
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11 October 2018
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Bayesian methods
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density forecasts
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generalized lambda distribution
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quantile forecasts
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Markov chain Monte Carlo Bayesian methods
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0.7879176139831543
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0.7865656614303589
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0.7820589542388916
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0.7632300853729248
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