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Quantile regression models with factor-augmented predictors and information criterion
Ando, Tomohiro; Tsay, Ruey S. - In: The econometrics journal 14 (2011) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10009007618
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A predictive approach for selection of diffusion index models
Ando, Tomohiro; Tsay, Ruey S. - In: Econometric reviews 33 (2014) 1/4, pp. 68-99
Persistent link: https://www.econbiz.de/10010358477
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Predictive likelihood for Bayesian model selection and averaging
Ando, Tomohiro; Tsay, Ruey S. - In: International journal of forecasting 26 (2010) 4, pp. 744-763
Persistent link: https://www.econbiz.de/10008807726
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Bayesian portfolio selection under a multifactor asset return model with predictive model selection
Ando, Tomohiro - In: Global business & economics review 14 (2012) 1/2, pp. 77-101
Persistent link: https://www.econbiz.de/10009489602
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Bayesian corporate bond pricing and credit default swap premium models for deriving default probabilities and recovery rates
Ando, Tomohiro - In: Journal of the Operational Research Society : OR 65 (2014) 3, pp. 454-465
Persistent link: https://www.econbiz.de/10010251681
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Bayesian portfolio selection using a multifactor model
Ando, Tomohiro - In: International journal of forecasting 25 (2009) 3, pp. 550-566
Persistent link: https://www.econbiz.de/10003877645
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Merchant selection and pricing strategy for a platform firm in the online group buying market
Ando, Tomohiro - In: Data mining and analytics, (pp. 209-230). 2018
Persistent link: https://www.econbiz.de/10011823528
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Analysis of financial time series
Tsay, Ruey S. - 2010 - 3. ed.
Persistent link: https://www.econbiz.de/10009345962
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Analysis of financial time series
Tsay, Ruey S. - 2005 - 2. ed.
Persistent link: https://www.econbiz.de/10004843902
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Parsimonious parameterization of vector autoregressive moving average models
Tsay, Ruey S. - In: Journal of business & economic statistics : JBES ; a … 7 (1989) 3, pp. 327-341
Persistent link: https://www.econbiz.de/10001069382