Narrow search
Showing 261 - 267 of 267
Cover Image
Factor investing : a Bayesian hierarchical approach
Feng, Guanhao; He, Jingyu - In: Journal of econometrics 230 (2022) 1, pp. 183-200
Persistent link: https://www.econbiz.de/10013441934
Cover Image
Heterogeneity in households' stock market beliefs : levels, dynamics, and epistemic uncertainty
Gaudecker, Hans-Martin von; Wogrolly, Axel - In: Journal of econometrics 231 (2022) 1, pp. 232-247
Persistent link: https://www.econbiz.de/10013441983
Cover Image
Comment on "Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors"
Bognanni, Mark - In: Journal of econometrics 227 (2022) 2, pp. 498-505
Persistent link: https://www.econbiz.de/10013442175
Cover Image
Intraday VaR : a copula-based approach
Wang, Keli; Liu, Xiaoquan; Ye, Wuyi - In: Journal of empirical finance 74 (2023), pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
Cover Image
A toolkit for exploiting contemporaneous stock correlations
Hiraki, Kazuhiro - In: Journal of empirical finance 65 (2022), pp. 99-124
Persistent link: https://www.econbiz.de/10013286402
Cover Image
Combining the MGHyp distribution with nonlinear shrinkage in modeling financial asset returns
Hediger, Simon - In: Journal of empirical finance 77 (2024), pp. 1-20
Persistent link: https://www.econbiz.de/10014578530
Cover Image
Factor correlation and the cross section of asset returns : a correlation-robust machine learning approach
In: Journal of empirical finance 77 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014578566