Search Results - subject:"Bayesian Model Averaging"

A Bayesian stochastic discount factor for the cross-section of individual equity options

Käfer, Niclas; Mörke, Mathis; Weigert, Florian; … - 2025

We utilize Bayesian model averaging to estimate a stochastic discount factor (SDF) for single-stock options. A Bayesian … model averaging SDF outperforms reduced-form benchmark models in-sample and out-of-sample in pricing option return anomalies …

Persistent link: https://www.econbiz.de/10015209790

A Bayesian stochastic discount factor for the cross-section of individual equity options

Käfer, Niclas; Mörke, Mathis; Weigert, Florian; … - 2025 - This version: April 23, 2024

Persistent link: https://www.econbiz.de/10015204018

Drivers of migration flows in the European Union : earnings or unemployment?

Afonso, António; Alves, José; Beck, Krzysztof - In: International labour review 164 (2025) 2, pp. 1-23

countries in Bayesian model averaging and quantile regression. Our findings reveal that the association between differences in …

Persistent link: https://www.econbiz.de/10015417642

Heterogeneity of institutions and model uncertainty in the income inequality nexus

Deniz, Pinar; Stengos, Thanasēs - In: European journal of political economy 87 (2025), pp. 1-28

Persistent link: https://www.econbiz.de/10015422746

Uncertainty in heteroscedastic Bayesian model averaging

Jessup, Sébastien; Mailhot, Mélina; Pigeon, Mathieu - In: Insurance : mathematics and economics 121 (2025), pp. 63-78

Persistent link: https://www.econbiz.de/10015432031

The effect of face masks on Covid transmission: A meta-analysis

Lušková, Martina - 2024

The effect of face masks on Covid-19 transmission is crucial for the health of populations. The effectiveness of face masks in reducing the transmission of Covid-19 varies across primary evidence. To perform a quantitative meta-analysis, we collected 258 estimates from 44 primary studies...

Persistent link: https://www.econbiz.de/10014494965