Point, interval and density forecasts of exchange rates with time varying parameter models (Q6662282)
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scientific article; zbMATH DE number 7966338
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| English | Point, interval and density forecasts of exchange rates with time varying parameter models |
scientific article; zbMATH DE number 7966338 |
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Point, interval and density forecasts of exchange rates with time varying parameter models (English)
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13 January 2025
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Bayesian vector auto-regression
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density forecasts
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exchange rates
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forecasting
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time varying parameters
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