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A Bayesian midas approach to modeling first and second moment dynamics : financial economics

Davide Pettenuzzo

Publication Data

Title A Bayesian midas approach to modeling first and second moment dynamics : financial economics
Author Davide Pettenuzzo
Contributors Allan Timmermann, Rossen I. Valkanov, Centre for Economic Policy Research
Publisher Centre for Economic Policy Research
Publication date 2014
Publication location London
Language English

Topics

Econometric models
Bayesian statistical decision theory

Catalogue Data

OBNB ID GBB5F3686
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 330.01519542

ISBD

P1053 45 pages
P1042 Includes bibliographical references.

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A Bayesian midas approach to modeling first and second moment dynamics : financial economics by Davide Pettenuzzo. Published by Centre for Economic Policy Research in 2014. Publication and catalogue information, links to buy online and reader comments.