Predictive Macro-Finance With Dynamic Partition Models
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Publication:3095159
DOI10.1198/jasa.2011.ap09732zbMath1232.62140OpenAlexW2021273502MaRDI QIDQ3095159
Paul Damien, Daniel Zantedeschi, Nicholas G. Polson
Publication date: 28 October 2011
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1198/jasa.2011.ap09732
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Bayesian inference (62F15)
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