Zobrazeno 1 - 9
of 9
pro vyhledávání: '"Ross Askanazi"'
Publikováno v:
Journal of Time Series Analysis. 39:953-965
We explore interval forecast comparison when the nominal confidence level is specified, but the quantiles on which intervals are based are not specified. It turns out that the problem is difficult, and perhaps unsolvable. We first consider a situatio
Publikováno v:
SSRN Electronic Journal.
We explore interval forecast comparison when the nominal confidence level is specified, but the quantiles on which intervals are based are not specified. It turns out that the problem is difficult, and perhaps unsolvable. We first consider a situatio
Autor:
Jacob Warren, Ross Askanazi
Publikováno v:
SSRN Electronic Journal.
Factor models have become ubiquitous in finance for performing high dimensional analysis of returns and volatilities. Historical literature on the subject decomposes volatility into a factor component (systemic risk) and a remainder (idiosyncratic ri
Publikováno v:
Quantum Topology. 4:77-90
For a graph embedded into a surface, we relate many combinatorial parameters of the cycle matroid of the graph and the bond matroid of the dual graph with the topological parameters of the embedding. This will give an expression of the polynomial, de
Autor:
Shin, Minchul1 (AUTHOR), Zhong, Molin2 (AUTHOR)
Publikováno v:
Journal of Business & Economic Statistics. Apr2020, Vol. 38 Issue 2, p367-379. 13p.
Autor:
Diebold, Francis X.1 (AUTHOR) fdiebold@sas.upenn.edu, Shin, Minchul2 (AUTHOR)
Publikováno v:
Econometric Reviews. 2017, Vol. 36 Issue 6-9, p588-598. 11p.
Autor:
Diebold, Francis X., Shin, Minchul
Publikováno v:
NBER Working Papers; 8/22/2016, preceding p2-18, 20p
Autor:
Askanazi, Ross1, Diebold, Francis X.2 fdiebold@sas.upenn.edu, Schorfheide, Frank2, Shin, Minchul3
Publikováno v:
Journal of Time Series Analysis. Nov2018, Vol. 39 Issue 6, p953-965. 1p.
Autor:
Edward P. Herbst, Frank Schorfheide
Dynamic stochastic general equilibrium (DSGE) models have become one of the workhorses of modern macroeconomics and are extensively used for academic research as well as forecasting and policy analysis at central banks. This book introduces readers t