Estimating Optimal Decision Rules in the Presence of Model Parameter Uncertainty.
- Published in:
- Journal of Financial Econometrics, 2012, v. 11, n. 1, p. 47, doi. 10.1093/jjfinec/nbs012
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- Publication type:
- Article
Works matching IS 14798409 AND DT 2012 AND VI 11 AND IP 1
Results: 6
1
2
Efficient Estimation of Covariance Matrices using Posterior Mode Multiple Shrinkage.
- Published in:
- Journal of Financial Econometrics, 2012, v. 11, n. 1, p. 154, doi. 10.1093/jjfinec/nbs009
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- Publication type:
- Article
3
Dynamic Factor Volatility Modeling: A Bayesian Latent Threshold Approach.
- Published in:
- Journal of Financial Econometrics, 2012, v. 11, n. 1, p. 116, doi. 10.1093/jjfinec/nbs013
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- Publication type:
- Article
4
Stochastic Volatility of Volatility and Variance Risk Premia.
- Published in:
- Journal of Financial Econometrics, 2012, v. 11, n. 1, p. 1, doi. 10.1093/jjfinec/nbs008
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- Publication type:
- Article
5
The Analysis of Stochastic Volatility in the Presence of Daily Realized Measures.
- Published in:
- Journal of Financial Econometrics, 2012, v. 11, n. 1, p. 76, doi. 10.1093/jjfinec/nbs016
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- Publication type:
- Article
6
Jackknife for Bias Reduction in Predictive Regressions.
- Published in:
- Journal of Financial Econometrics, 2012, v. 11, n. 1, p. 193, doi. 10.1093/jjfinec/nbs011
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- Publication type:
- Article