The following pages link to Davide Pettenuzzo (Q726587):
Displaying 10 items.
- A MIDAS approach to modeling first and second moment dynamics (Q726588) (← links)
- Predictability of stock returns and asset allocation under structural breaks (Q737993) (← links)
- Bayesian compressed vector autoregressions (Q1740345) (← links)
- Corrigendum to ``Predictability of stock returns and asset allocation under structural breaks'' (Q2116352) (← links)
- Optimal asset allocation with multivariate Bayesian dynamic linear models (Q2179969) (← links)
- Adaptive hierarchical priors for high-dimensional vector autoregressions (Q2323380) (← links)
- Granger causality, exogeneity, cointegration, and economic policy analysis (Q2511789) (← links)
- Learning, Structural Instability, and Present Value Calculations (Q5292350) (← links)
- Dividend suspensions and cash flows during the Covid-19 pandemic: a dynamic econometric model (Q6108314) (← links)
- Forecasting Macroeconomic Variables Under Model Instability (Q6616606) (← links)
