Elliot Beck

University of Zurich - Department Finance

Schönberggasse 1

Zürich, 8001

Switzerland

Swiss National Bank

Research

Fraumuensterstr. 8

Zuerich, 8022

Switzerland

  • University of Zurich - Department Finance

  • Swiss National Bank

SCHOLARLY PAPERS

3

DOWNLOADS

387

TOTAL CITATIONS

0

Scholarly Papers (3)

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1.

Improved Inference in Financial Factor Models

Number of pages: 30 Posted: 12 May 2022 Last Revised: 09 May 2023
Elliot Beck, Gianluca De Nard and Michael Wolf
University of Zurich - Department Finance, University of Zurich - Department of Economics and University of Zurich - Department of Economics
Downloads 189 (346,180)

Abstract:

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CAPM, conditional heteroskedasticity, factor models, HC standard errors.

2.

The Hedged Random Forest

Number of pages: 19 Posted: 12 Dec 2024
Elliot Beck, Damian Kozbur and Michael Wolf
University of Zurich - Department Finance, University of Zurich and University of Zurich - Department of Economics
Downloads 108 (547,792)

Abstract:

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Forecast combinations, machine learning

3.

Forecasting Inflation With the Hedged Random Forest

Number of pages: 38 Posted: 03 Mar 2025
Elliot Beck and Michael Wolf
University of Zurich - Department Finance and University of Zurich - Department of Economics
Downloads 90 (619,975)

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Exponentially-weighted moving average, linear shrinkage, machine learning. JEL classification codes: C21, C53, E31, E37, E47