A quasi-Bayesian model averaging approach for conditional quantile models (Q5220840)
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scientific article; zbMATH DE number 7183178
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A quasi-Bayesian model averaging approach for conditional quantile models |
scientific article; zbMATH DE number 7183178 |
Statements
A quasi-Bayesian model averaging approach for conditional quantile models (English)
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27 March 2020
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value at risk
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CAViaR models
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Metropolis-Hastings
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MCMC
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quasi-Bayesian model averaging
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forecasting evaluation
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0.8203263282775879
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0.7888277173042297
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0.788655161857605
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0.7680169343948364
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0.7679064273834229
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