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
Volatility, Markov-switching, Persistence, Leverage effect
Bayesian inference, Sequential Monte Carlo, Annealed Importance sampling, Change-point models, Differential Evolution, GARCH models
Uncertainty, Uncertainty dispersion, Risk predictions, Model risk, Heterogeneity, Mixture models.
Social Networks, Beliefs Updating, College Participation, Heterogeneous Peer Effects
Realized variance, Bayesian inference, Time series, Shrinkage prior, Change-point model, Online forecasting
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