Presentations - Financial Econometrics 2023
- Bodnar - Double shrinkage of the GMV portfolio.pdf (1,72 MB)
- Gefang - DL VB online appendix.pdf (310,70 kB)
- Iacopini - Static and Dynamic BART for Rank-Order.pdf (742,27 kB)
- Klieber - From Reactive to Proactive Volatility Modeling.pdf (6,68 MB)
- Lehman - Local Predictability in High_Dimensions.pdf (4,00 MB)
- Leon-Gonzalez - Common Multiplicative Factor for Stochastic Volatility.pdf (912,26 kB)
- Lloyd - When Growth-at-Risk Hits the Fan.pdf (1,32 MB)
- Mantoan - Nowcasting with signature methods.pdf (819,41 kB)
- Prüser - Estimating Fiscal Multipliers by Combining Statistical.pdf (671,01 kB)
- Rossini - The Distributional Impact of Money Growth and Inflation.pdf (2,30 MB)
- Siliverstovs - Bayesian Multiple-Indicator Mixed-Frequency.pdf (448,97 kB)
- Wu - Fast, Order-Invariant Bayesian Inference in VARs.pdf (321,67 kB)