Forecasting global equity indices using large Bayesian VARs (Q4976362)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6754571
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Forecasting global equity indices using large Bayesian VARs |
scientific article; zbMATH DE number 6754571 |
Statements
FORECASTING GLOBAL EQUITY INDICES USING LARGE BAYESIAN VARS (English)
0 references
28 July 2017
0 references
BVAR
0 references
equity indices
0 references
forecasting
0 references
log-scores
0 references
stochastic volatility
0 references
0 references
0 references
0 references
0 references
0.76357501745224
0 references
0.7334414720535278
0 references
0.7286784052848816
0 references
0.7245997786521912
0 references
