Program > Parallel sessions
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On the robustness of the principal volatility components
Pedro Valls Pereira
sciencesconf.org:qffe2018:192600 |
Bayesian Markov switching tensor regression for time varying networks
Monica Billio, Roberto Casarin, Matteo Iacopini
sciencesconf.org:qffe2018:196651 |
Signed spillover ee ts building on historical decompositions
Mardi Dungey, Vladimir Volkov, Pierre Siklos, John Harvey
sciencesconf.org:qffe2018:196729 |
Vector Quantile Autoregression: A Random Coefficient Approach
Sulkhan Chavleishvili
sciencesconf.org:qffe2018:197065 |
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