Chapel Hill, NC 27599
University of North Carolina (UNC) at Chapel Hill - Department of Economics
wisdom of crowds, macroeconomic forecasting, expert forecast, macroeconomic news, forecasting
index tracking, portfolio resilience, evolutionary heuristic, revealed preferences, full scale optimization
economic education, active learning, current events, macroeconomics
Immigration, Credit Risk, Default Probability
tracking error, index tracking
volatility spillover, heavy tails, tail trimming, robust inference
moment condition test, heavy tails, tail trimming, robust inference
equity capital cost, standard error, filtering, risk premium decomposition
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common features, conditional factor models, generalized method of moments, multivariate conditional heteroscedasticity, stochastic volatility
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