Gibbet Hill Rd
Coventry, CV4 7AL
University of Warwick - Finance Group
in Total Papers Downloads
Cryptocurrencies, Blockchain, Financial Markets, Returns Correlations, Volatility Spillovers.
Markov Regime-Switching, Weighted Eigenvector Centrality, Graphical Models, MCMC, Systemic Risk, Network Connectivity
Machine Learning, Neural Networks, Forecasting, Bond Returns Predictability, Empirical Asset Pricing, Ensembled Networks.
Cryptocurrency, Investments, Trading Volume, Predictability, Informed Trading
Expected Returns, Long-Horizon Predictability, Multi-Scale, Bayesian Methods
Commodity Markets, Carry, Panel Quantile Regressions, Tail Risk, Empirical Asset Pricing, Risk Management, Bayesian Regressions.
Commodity Markets, Adaptive Expectations, Empirical Asset Pricing, Hedging Pressure, Time-Series Momentum
Security Breaches, Hacking, Stock Returns, Market Activity
Structural breaks, Change-point model, Stochastic volatility, Multi-factor linear models, Asset pricing
Factor Pricing Models, Savage-Dickey Density Ratio, Stochastic Betas, Bayesian Econometrics
M&A, Poisson Regressions, Markov Regime-Switching, Time-Varying Probabilities, Discrete-Choice Models, MCMC
I-CAPM, Mispricing, REIT, Model Uncertainty, Stochastic Breaks, Bayesian Econometrics
Data-Rich Models, Big Data, Forecast Combination, Model Averaging, Dynamic Forecasting, Macroeconomic Forecasting, Returns Predictability
Finance, Investment analysis, Portfolio choice, Predictability, Vector autoregressive models, Out-of-sample performance
Order Imbalance Predictability, Market Efficiency, Liquidity Provision, Asymmetric Information
REIT returns; Predictability; Strategic asset allocation; Markov switching; Vector autoregressive models; Out-of-sample performance
Variance Risk Premium, Real-Time Learning, Parameter Uncertainty, Recursive Preferences
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