Results 71-80 of 561.
|2011 ||Bayesian multi-factor model of instability in prices and quantities of risk in U.S. financial markets||Guidolin, Massimo / Ravazzolo, Francesco / Tortora, Andrea Donato
|2012 ||Linear predictability vs. bull and bear market models in strategic asset allocation decisions: Evidence from UK data||Guidolin, Massimo / Hyde, Stuart
|2013 ||Do we need non-linear models to predict REIT returns?||Case, Brad / Guidolin, Massimo / Yildirim, Yildiray
|2008 ||Managing disinflation under uncertainty||Tesfaselassie, Mewael F. / Schaling, Eric
|2013 ||Evaluating point and density forecasts of DSGE models||Wolters, Maik H.
|2013 ||Mining big data using parsimonious factor and shrinkage methods||Kim, Hyun Hak / Swanson, Norman
|2013 ||Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction||Duong, Diep / Swanson, Norman R.
|2013 ||Prediction and simulation using simple models characterized by nonstationarity and seasonality||Swanson, Norman / Urbach, Richard
|2013 ||Testing for structural stability of factor augmented forecasting models||Valentina Corradi / Norman Swanson
|2013 ||Household`s Disagreement on Inflation Expectations and Socioeconomic Media Exposure in Germany||Menz, Jan-Oliver / Poppitz, Philipp