Rempart de la Vierge 8
Namur, Namur 5000
2214 Pavillon J-A. DeSeve
Quebec, Quebec G1K 7P4
CeReFiM. Université de Namur.
Shrinkage prior, Structural breaks, Change-point model, Time-varying parameters, Forecasting, Relevant parameter change
change-point, structural change, time-varying parameter, model selection, Hedge funds
change point, model selection, model combination, structural change
Bayesian inference, Sequential Monte Carlo, Annealed Importance sampling, Change-point models, Differential Evolution, GARCH models
Volatility, Markov-switching, Persistence, Leverage effect
Social Networks, Beliefs Updating, College Participation, Heterogeneous Peer Effects
Uncertainty, Uncertainty dispersion, Risk predictions, Model risk, Heterogeneity, Mixture models.
Realized variance, Bayesian inference, Time series, Shrinkage prior, Change-point model, Online forecasting
This page was processed by aws-apollo5 in 0.313 seconds