Forecasting global equity indices using large Bayesian VARs (Q4976362)
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scientific article; zbMATH DE number 6754571
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| 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)
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28 July 2017
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BVAR
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equity indices
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forecasting
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log-scores
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stochastic volatility
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0.76357501745224
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0.7334414720535278
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0.7286784052848816
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0.7245997786521912
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