24 Avenue Gustave Delory
EDHEC Business school
change-point, model selection/combination, structural change, minimum description length
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
Option Valuation, Particle MCMC, Posterior Density, Option Panels, Risk Premia.
Uncertainty, Uncertainty dispersion, Risk predictions, Model risk, Heterogeneity, Mixture models.
Volatility, Markov-switching, Persistence, Leverage effect
Bayesian inference, Sequential Monte Carlo, Annealed Importance sampling, Change-point models, Differential Evolution, GARCH models
Social Networks, Beliefs Updating, College Participation, Heterogeneous Peer Effects
Realized variance, Bayesian inference, Time series, Shrinkage prior, Change-point model, Online forecasting
This page was processed by aws-apollo-5dc in 0.447 seconds