Bayesian reconciliation of return predictability (Q6645244)
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scientific article; zbMATH DE number 7950950
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian reconciliation of return predictability |
scientific article; zbMATH DE number 7950950 |
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Bayesian reconciliation of return predictability (English)
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28 November 2024
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VAR
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return predictability
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Bayesian control function approach
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shrinkage priors
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Bayes factor
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