vix.ing · top · new · best · stats · spec

Cindy Yu

  1. Achieving Parsimony in Bayesian VARs with the Horseshoe Prior
    2017/09/21 by Lendie Follett, Cindy Yu, Follett, Lendie +1 · 1 citation
    Decision Sciences · Economics, Econometrics and Finance · Mathematics · #Applications (stat.AP) #FOS: Computer and information sciences #Financial Risk and Volatility Modeling #Forecasting Techniques and Applications #Statistical Methods and Bayesian Inference