| Nome |
# |
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Modeling Systemic Risk with Markov Switching Graphical SUR Models, file e4239ddc-922a-7180-e053-3705fe0a3322
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692
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Bayesian Inference for Generalised Markov Switching Stochastic Volatility Models, file e4239ddb-47de-7180-e053-3705fe0a3322
|
527
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Markov switching GARCH models for Bayesian hedging on energy futures markets, file e4239ddc-614d-7180-e053-3705fe0a3322
|
490
|
|
Bayesian dynamic tensor regression, file e4239ddc-aadb-7180-e053-3705fe0a3322
|
453
|
|
Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets, file e4239ddb-5bfe-7180-e053-3705fe0a3322
|
390
|
|
A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities, file e4239ddb-b189-7180-e053-3705fe0a3322
|
380
|
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Bayesian Calibration of Generalized Pools of Predictive Distributions, file e4239ddb-d610-7180-e053-3705fe0a3322
|
360
|
|
Business Cycle and Stock Market Volatility: A Particle Filter Approach, file e4239ddb-47e0-7180-e053-3705fe0a3322
|
338
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Bayesian Monte Carlo Filtering for Stochastic Volatility Models, file e4239ddb-47df-7180-e053-3705fe0a3322
|
326
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Sequential clustering based on Dirichlet Process Priors, file e4239ddb-ff8d-7180-e053-3705fe0a3322
|
320
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Computational Complexity and Parallelization in Bayesian Econometric Analysis, file e4239ddb-d12e-7180-e053-3705fe0a3322
|
264
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Bayesian Markov switching tensor regression for time-varying networks, file e4239ddc-aadd-7180-e053-3705fe0a3322
|
258
|
|
Combination Schemes for Turning Point Predictions, file e4239ddb-41b0-7180-e053-3705fe0a3322
|
246
|
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Of quantiles and expectiles: consistent scoring functions, Choquet representations and forecast rankings, file e4239ddb-d24e-7180-e053-3705fe0a3322
|
245
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Simulation Methods for Nonlinear and Non-Gaussian Models in Finance, Premio SIE, file e4239ddb-2f3c-7180-e053-3705fe0a3322
|
238
|
|
Adaptive independent sticky MCMC algorithms, file e4239ddc-9407-7180-e053-3705fe0a3322
|
231
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|
Being on the field when the game is still under way. The financial press and stock markets in times of crisis, file e4239ddb-409f-7180-e053-3705fe0a3322
|
230
|
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Financial press and stock markets in times of crisis, file e4239ddb-45d9-7180-e053-3705fe0a3322
|
230
|
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COVID-19 spreading in financial networks: A semiparametric matrix regression model, file e4239dde-8e99-7180-e053-3705fe0a3322
|
221
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Decrypting financial markets through e-joint attention efforts: On-line adaptive networks of investors in periods of market uncertainty, file e4239ddb-a40d-7180-e053-3705fe0a3322
|
217
|
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Hierarchical Species Sampling Models, file e4239ddd-7096-7180-e053-3705fe0a3322
|
212
|
|
Combining predictive densities using Bayesian filtering with applications to US economics data, file e4239ddb-47cd-7180-e053-3705fe0a3322
|
209
|
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Combining predictive densities using Bayesian filtering with applications to US economics data, file e4239ddb-45dd-7180-e053-3705fe0a3322
|
205
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Entropy and systemic risk measures, file e4239ddb-b18f-7180-e053-3705fe0a3322
|
201
|
|
COVID-19 spreading in financial networks: A semiparametric matrix regression model, file e4239dde-0ce0-7180-e053-3705fe0a3322
|
195
|
|
Combination schemes for turning point prediction, file e4239ddb-47cc-7180-e053-3705fe0a3322
|
181
|
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Interacting Multiple-Try Algorithms, file e4239ddb-4d25-7180-e053-3705fe0a3322
|
181
|
|
A Bayesian Stochastic Correlation Model for Exchange Rates, file e4239ddb-5bff-7180-e053-3705fe0a3322
|
181
|
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Opinion Dynamics and Disagreements on Financial Networks, file e4239ddd-72d2-7180-e053-3705fe0a3322
|
178
|
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Bayesian Dynamic Tensor Regression, file e4239dde-8c0b-7180-e053-3705fe0a3322
|
177
|
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The Impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach, file e4239dde-051e-7180-e053-3705fe0a3322
|
166
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Bayesian inference in dynamic models with latent factors, file e4239ddb-45de-7180-e053-3705fe0a3322
|
154
|
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Bayesian Inference for Mixture of Stable Distributions, file e4239ddb-2f40-7180-e053-3705fe0a3322
|
151
|
|
Sparse BGVAR models for Systemic Risk Analysis, file e4239ddb-b18d-7180-e053-3705fe0a3322
|
150
|
|
Comment on Bayesian Cluster Analysis: Point Estimation and Credible Balls by Wade and Ghahramani, file e4239ddc-ca18-7180-e053-3705fe0a3322
|
150
|
|
Markov Switching Panel with Endogenous Synchronization Effects, file e4239dde-2349-7180-e053-3705fe0a3322
|
146
|
|
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index, file e4239ddb-45dc-7180-e053-3705fe0a3322
|
144
|
|
Bayesian nonparametric sparse VAR models, file e4239ddd-097f-7180-e053-3705fe0a3322
|
138
|
|
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures, file e4239ddb-45db-7180-e053-3705fe0a3322
|
135
|
|
Extreme Returns in a Shortfall Risk Framework, file e4239ddb-2f3f-7180-e053-3705fe0a3322
|
122
|
|
Matrix-state particle filters for Wishart stochastic volatility processes, file e4239ddb-2f42-7180-e053-3705fe0a3322
|
118
|
|
Combination schemes for turning point prediction, file e4239ddb-45da-7180-e053-3705fe0a3322
|
111
|
|
On the role of dependence in sticky price and sticky information Phillips curve: Modelling and forecasting, file e4239dde-8858-7180-e053-3705fe0a3322
|
98
|
|
Endogeneity in Interlocks and Performance Analysis: A Firm Size Perspective, file e4239dde-0831-7180-e053-3705fe0a3322
|
79
|
|
Bayesian Inference for Mixture of Stable Distributions, file e4239ddb-47dd-7180-e053-3705fe0a3322
|
76
|
|
A Matrix-Variate t Model for Networks, file e4239dde-88de-7180-e053-3705fe0a3322
|
76
|
|
Bayesian Markov-Switching Tensor Regression for Time-Varying Networks, file d7df5a5f-b532-405d-b75f-45a84a64c135
|
74
|
|
Bayesian nonparametric panel Markov-switching GARCH models, file e4239dde-0aec-7180-e053-3705fe0a3322
|
66
|
|
A Dynamic Stochastic Block Model with infinite communities, file e4239dde-8896-7180-e053-3705fe0a3322
|
48
|
|
Density calibration with consistent scoring functions, file e4239dde-8898-7180-e053-3705fe0a3322
|
41
|
|
Modeling Corporate CDS Spreads Using Markov Switching Regressions, file c9db217a-8dcf-4196-b2e5-74db964234a9
|
33
|
|
Monte carlo within simulated annealing for integral constrained optimizations, file 29a0e8c3-fdb3-4aa3-89b7-e09719878800
|
20
|
|
Bayesian nonparametric panel Markov-switching GARCH models, file 3783cf6b-7e1f-4a15-ba57-ff5b128f84ba
|
19
|
|
A flexible predictive density combination for large financial data sets in regular and crisis periods, file bab9a4e7-359a-48af-b941-fb19fa96b117
|
18
|
|
Living on the Edge: An Unified Approach to Antithetic Sampling, file 2cc1ebf7-4e03-4e5d-8783-5f3405cd3117
|
11
|
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Fiscal Policy Regimes in Resource-Rich Economies, file aae73e02-6229-465c-9056-b91637c3d9bc
|
7
|
|
Generalized Poisson difference autoregressive processes, file 91a3c060-ab9a-4473-ae44-dabd3ad86063
|
6
|
|
A Dynamic Latent-Space Model for Asset Clustering, file cd12558b-f6f3-45df-b19a-72fef4085f6f
|
6
|
|
Generalized Poisson Difference Autoregressive Processes, file a0200a68-6e45-466e-a9e1-60e26afeed65
|
5
|
|
Media Bias and Polarization through the Lens of a Markov Switching Latent Space Network Model, file fbb7a0de-9c40-4487-ae31-488d486c11bb
|
4
|
|
Time-varying Combinations of Predictive Densities using Nonlinear Filtering, file e4239ddb-3e41-7180-e053-3705fe0a3322
|
2
|
|
Bayesian Graphical Models for STructural Vector Autoregressive Processes, file e4239ddb-6cce-7180-e053-3705fe0a3322
|
2
|
|
A Bayesian Markov-Switching Correlation Model for Contagion Analysis on Exchange Rate Markets, file e4239ddb-e601-7180-e053-3705fe0a3322
|
2
|
|
Sparse graphs using exchangeable random measures, file e4239ddc-71e8-7180-e053-3705fe0a3322
|
2
|
|
Disagreement in Signed Financial Networks, file e4239ddc-cb6d-7180-e053-3705fe0a3322
|
2
|
|
What makes a tweet be retweeted? A Bayesian trigram analysis of tweet propagation during the 2015 Colombian political campaign, file e4239ddd-77e2-7180-e053-3705fe0a3322
|
2
|
|
Decision trees and random forests, file e4239ddd-f462-7180-e053-3705fe0a3322
|
2
|
|
Nowcasting industrial production using linear and non-linear models of electricity demand, file 2d699b9c-7f31-40cb-b782-b54b27e5630a
|
1
|
|
Beta-product dependent Pitman-Yor Process Prior for Bayesian Inference, file e4239ddb-6ba6-7180-e053-3705fe0a3322
|
1
|
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An entropy-based early warning indicator for systemic risk, file e4239ddb-f31c-7180-e053-3705fe0a3322
|
1
|
|
Embarrassingly parallel sequential Markov-chain Monte Carlo for large sets of time series, file e4239ddb-f600-7180-e053-3705fe0a3322
|
1
|
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Bayesian nonparametric sparse Vector Autoregressive models, file e4239ddc-6ccd-7180-e053-3705fe0a3322
|
1
|
|
A discussion on: Random-projection ensemble classification by T. Cannings and R. Samworth, file e4239ddc-7272-7180-e053-3705fe0a3322
|
1
|
|
Time-Varying Assets Clustering via Identity-Link Latent-Space Infinite Mixture: An Application on DAX Components, file e4239dde-a856-7180-e053-3705fe0a3322
|
1
|
| Totale |
10.969 |