1 Anam-dong 5 ka
모형선택, 변수선택, 사후예측우도, 조건부 베이지안 모형평균, model choice, variable selection, posterior predictive likelihood, conditional Bayesian model averaging
Term Premium, Bayesian MCMC algorism, Regime Change, Structural VAR
Out-of-sample forecasting, term structure, credit spread, Nelson-Siegel model, Bayesian MCMC estimation
Markov-switching mixture; Dynamic Nelson—Siegel model; Affine term structure model; Random-walk model; Zero interest-rate policy
외환투자, 포트폴리오 최적화, 다변수 확률적 변동성, 베이지안 알고리즘, Bayesian MCMC Method, Multivariate Stochastic Volatility, Time-Varying Correlation
Quantitative Easing; Operation Twist; Dynamic Nelson-Siegel Model; Arbitrage-Free Term Structure Model; Random-Walk Model; Markov-Switching Mixture
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Bayesian Markov chain Monte Carlo estimation, Dynamic Nelson–Siegel model, Marginal likelihood, Particle filter, Predictive accuracy
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