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Portfolio decisions and brain reactions via the CEAD method

Majer, Piotr; Mohr, Peter; Heekeren, Hauke R.; Härdle, … - 2014

conduct the brain parcellation by applying spatially constrained NCUT spectral clustering. The information within each cluster …

Persistent link: https://www.econbiz.de/10010379977

Rationalizing trading frequency and returns

Bonaparte, Yosef; Cooper, Russell W. - 2010

Persistent link: https://www.econbiz.de/10003976209

Rationalizing trading frequency and returns : maybe trading is good for you

Bonaparte, Yosef; Cooper, Russell W.; Sha, Mengli - 2019

Persistent link: https://www.econbiz.de/10012028264

Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange

Diebold, Francis X.; Hahn, Jinyong; Tay, Anthony S. - 1998

Persistent link: https://www.econbiz.de/10000682409

Discrete-time stochastic volatility models and MCMC-based statistical inference

Hautsch, Nikolaus (contributor); Ou, Yangguoyi (contributor) - 2008

In this paper, we review the most common specifications of discrete-time stochastic volatility (SV) models and illustrate the major principles of corresponding Markov Chain Monte Carlo (MCMC) based statistical inference. We provide a hands-on ap proach which is easily implemented in empirical...