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Results 1-10 of 17.
Year of PublicationTitleAuthor(s)
2016Forecasting value-at-risk under different distributional assumptions
In: volume: 4, 2016, issue: 1, p. 1-27
Braione, Manuela; Scholtes, Nicolas K.
2016The evolving transmission of uncertainty shocks in the United Kingdom
In: volume: 4, 2016, issue: 1, p. 1-18
Mumtaz, Haroon
2016Volatility forecasting: Downside risk, jumps and leverage effect
In: volume: 4, 2016, issue: 1, p. 1-24
Audrino, Francesco; Hu, Yujia
2016Interpretation and semiparametric efficiency in quantile regression under misspecification
In: volume: 4, 2016, issue: 1, p. 1-14
Lee, Ying-Ying
2016Bayesian nonparametric measurement of factor betas and clustering with application to hedge fund returns
In: volume: 4, 2016, issue: 1, p. 1-23
Garay, Urbi; ter Horst, Enrique; Molina, German; Rodriguez, Abel
2016Return and risk of pairs trading using a simulation-based Bayesian procedure for predicting stable ratios of stock prices
In: volume: 4, 2016, issue: 1, p. 1-19
Ardia, David; Gatarek, Lukasz T.; Hoogerheide, Lennart; van Dijk, Herman K.
2016Evolutionary sequential Monte Carlo samplers for change-point models
In: volume: 4, 2016, issue: 1, p. 1-33
Dufays, Arnaud
2016Sequentially adaptive Bayesian learning for a nonlinear model of the secular and cyclical behavior of US real GDP
In: volume: 4, 2016, issue: 1, p. 1-23
Geweke, John
2016Multiple discrete endogenous variables in weakly-separable triangular models
In: volume: 4, 2016, issue: 1, p. 1-21
Jun, Sung Jae; Pinkse, Joris; Xu, Haiqing; Yıldız, Neşe
2016Bayesian calibration of generalized pools of predictive distributions
In: volume: 4, 2016, issue: 1, p. 1-24
Casarin, Roberto; Mantoan, Giulia; Ravazzolo, Francesco