exchange rate series over an out-of-sample eval-uation period of nearly 12 years. Point as well as density forecasts are … utilised in the evaluation. Non-parametric methods are used in conjunction with simulation techniques to learn about the models …

the context of nonparametric models. In applications, estimation and inference are often conducted under the selected …

variables in the model is large. Global-local priors are increasingly used to induce shrinkage in such models. But the estimates … relative to shrinkage alone. …

variables in the model is large. Global-local priors are increasingly used to induce shrinkage in such models. But the estimates … relative to shrinkage alone. …

estimators to explain the cryptocurrencies´ returns. We further introduce a novel model averaging approach or the shrinkage …