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Nested models and model uncertainty
Kriwoluzky, Alexander; Stoltenberg, Christian - In: The Scandinavian journal of economics 118 (2016) 2, pp. 324-353
Persistent link: https://www.econbiz.de/10011480302
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Model uncertainty and the Forward Premium Puzzle
Djeutem, Edouard - In: Journal of international money and finance 46 (2014), pp. 16-40
Persistent link: https://www.econbiz.de/10010391022
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General equilibrium and reduced-form pricing, hedging and econometric analysis of fixed-income markets
Ulrich, Maxim - 2008
Persistent link: https://www.econbiz.de/10003751650
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A shrinkage approach to model uncertainty and asset allocation
Wang, Zhenyu - In: The review of financial studies 18 (2005) 2, pp. 673-705
Persistent link: https://www.econbiz.de/10002882106
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Modeling model uncertainty
Onatski, Alexei (contributor); Williams, Noah (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001697093
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Robust monetary policy under model uncertainty
Onatski, Alexei - 2001
Persistent link: https://www.econbiz.de/10001717948
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Two-stage designs robust to model uncertainty
Ruggoo, Arvind; Vandebroek, Martina - 2003
Persistent link: https://www.econbiz.de/10001764304
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Model risk
Derman, Emanuel - In: The Handbook of risk, (pp. 129-142). 2003
Persistent link: https://www.econbiz.de/10001739095
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Modeling model uncertainty
Onatski, Alexei; Williams, Noah - 2003
Persistent link: https://www.econbiz.de/10001746748
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Modeling model uncertainty
Onatski, Alexei; Williams, Noah - In: Journal of the European Economic Association 1 (2003) 5, pp. 1089-1122
Persistent link: https://www.econbiz.de/10001824473