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The volatility premium
Eraker, Bjørn - In: The quarterly journal of finance 11 (2021) 3, pp. 1-35
Persistent link: https://www.econbiz.de/10012819501
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Estimating VAR's sampled at mixed or irregular spaced frequencies : a Bayesian approach
Chiu, Ching Wai Jeremy; Eraker, Bjørn; Foerster, Andrew; … - 2011
Persistent link: https://www.econbiz.de/10009413004
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Bayesian mixed frequency VARs
Eraker, Bjørn; Chiu, Ching Wai Jeremy; Foerster, Andrew; … - In: Journal of financial econometrics : official journal of … 13 (2015) 3, pp. 698-721
Persistent link: https://www.econbiz.de/10011339252
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Sequential learning, predictability, and optimal portfolio returns
Johannes, Michael; Korteweg, Arthur; Polson, Nicholas G. - In: The journal of finance : the journal of the American … 69 (2014) 2, pp. 611-644
Persistent link: https://www.econbiz.de/10010372386
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Regularizing Bayesian predictive regressions
Feng, Guanhao; Polson, Nicholas G. - In: The journal of asset management 21 (2020) 7, pp. 591-608
Persistent link: https://www.econbiz.de/10012421072