Sfoglia per Rivista JOURNAL OF BUSINESS
Mostrati risultati da 1 a 7 di 7
Bayesian Dynamic Tensor Regression
2023 Billio, M; Casarin, R; Iacopini, Matteo; Kaufmann, S.
Community Detection in Partial Correlation Network Models
2022 Brownlees, Christian-Timothy; Gudmundsson, G. S.; Lugosi, G.
Dynamic Discrete Mixtures for High-Frequency Prices
2022 Catania, Leopoldo; Di Mari, Roberto; Santucci de Magistris, Paolo
On the identification of fractionally cointegrated VAR models with the F (d) condition
2019 Carlini, Federico Carlo Eugenio; Santucci de Magistris, Paolo
Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss Functions
2023 Iacopini, Matteo; Ravazzolo, F; Rossini, L
Static and Dynamic BART for Rank-Order Data
In corso di stampa Iacopini, Matteo; O'Neill, Eoghan; Rossini, Luca
Unit Averaging for Heterogeneous Panels
In corso di stampa Brownlees, Christian-Timothy; Morozov, Vladislav
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| Bayesian Dynamic Tensor Regression | 2023 | Billio, M; Casarin, R; Iacopini, Matteo; Kaufmann, S. | |
| Community Detection in Partial Correlation Network Models | 2022 | Brownlees, Christian-Timothy; Gudmundsson, G. S.; Lugosi, G. | |
| Dynamic Discrete Mixtures for High-Frequency Prices | 2022 | Catania, Leopoldo; Di Mari, Roberto; Santucci de Magistris, Paolo | |
| On the identification of fractionally cointegrated VAR models with the F (d) condition | 2019 | Carlini, Federico Carlo Eugenio; Santucci de Magistris, Paolo | |
| Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss Functions | 2023 | Iacopini, Matteo; Ravazzolo, F; Rossini, L | |
| Static and Dynamic BART for Rank-Order Data | In corso di stampa | Iacopini, Matteo; O'Neill, Eoghan; Rossini, Luca | |
| Unit Averaging for Heterogeneous Panels | In corso di stampa | Brownlees, Christian-Timothy; Morozov, Vladislav |
Mostrati risultati da 1 a 7 di 7
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