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Recently, a body of academic literature has focused on the area of stable distributions and their application potential for improving our understanding of the risk of hedge funds. At the same time, research has sprung up that applies standard Bayesian methods to hedge fund evaluation. Little or...
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Atmospheric CO2 concentrations and surface temperature reconstructions in the study period 1850-2017 are used to estimate observed equilibrium climate sensitivity. Comparison of climate sensitivities in the first and second halves of the study period and a study of climate sensitivities in a...
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-based Bayesian method that exploits up-to-date sequential Monte Carlo methods to make full econometric inference. Our estimation …
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) implied covariance forecasting. Finally, we highlight the important issue of the estimation error of the co-variance matrix in …
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