Ulmenstr. 69
Rostock, 18057
Germany
University of Rostock - Department of Economics
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in Total Papers Downloads
Topic Modeling, Big Data, Return Predictability, Text as Data
Exchange Rates, Bayesian Vector Autoregression, Forecasting, Dynamic Portfolio Allocation, Economic Fundamentals
Equity premium prediction; Density forecasting; Bayesian Analysis; Forecast combination; Model uncertainty; Time-varying parameter models; Stochastic volatility; Asset allocation; Asset pricing
Shrinkage; Time-varying parameter models; Exchange rate forecasting
Out-Of-Sample Robustness, Estimation Error, Risk Management, Downside Risk, Asset Allocation
Pathwise confidence bands; Mixed-integer optimization
Admissibility, Closed-End Fund Puzzle, discount, Fundamental Theorem of Asset Pricing, maximal strategy, net asset value, no arbitrage, premium.
