of moment inequalities, and therefore assuming a known likelihood function suffers from the risk of misspecification, and … concentration theory for the support function, and prove the semi-parametric Bernstein von Mises theorem. Finally, the proposed …

In cargo logistics, a key performance measure is transport risk, defined as the deviation of the actual arrival time … the conditional (i.e., state-dependent) density function of transport risk. We demonstrate that using alternative methods …

feasible and sensible using actual and simulated data. Sampling experiments compare inferences from the non-parametric Bayesian …

market volatility is modeled to have two components, one due to the diffusion risk and the other due to the jump risk. The … existence of leverage effects, the return-volatility relations are determined by interactions between risk premia and leverage …This paper investigates the return-volatility relation by taking into account the model specification problem. The …

real economic activity growth, in line with a risk shock. Conversely, a certainty shock (a shock strongly decreasing …

endogenous term premium. Using term structure and macroeconomic data, we find sizable effects of uncertainty on risk premia and … analytical decomposition to illustrate how multiple distinct endogenous risk wedges account for these differences. Supply and …