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Search: subject:"MIDAS regressions"
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Bayesian MIDAS regressions
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asymmetric volatility
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day-of-the-week-effect
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decision analysis
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fear
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grouped horseshoe prior
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loss aversion
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Albu, Lucian-Liviu
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Romanian journal of economic forecasting
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ECONIS (ZBW)
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Flexible bayesian midas : time variation, group shrinkage and sparsity
Kohns, David
;
Potjagailo, Galina
-
2023
Persistent link: https://www.econbiz.de/10014330118
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Nonlinear modeling of financial stability using default probabilities from the capital market
Albu, Lucian-Liviu
;
Lupu, Radu
;
Călin, Adrian Cantemir
; …
- In:
Romanian journal of economic forecasting
22
(
2019
)
1
,
pp. 19-37
Persistent link: https://www.econbiz.de/10012021954
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