Guillaume Bagnarosa
From MaRDI portal
Person:4606422
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Factor-augmented Bayesian cointegration models: a case-study on the soybean crush spread Journal of the Royal Statistical Society. Series C. Applied Statistics | 2024-11-21 | Paper |
| A Dynamic Stochastic Integrated Climate–Economic Spatiotemporal Model for Agricultural Insurance Products North American Actuarial Journal | 2024-06-03 | Paper |
| Understanding the interplay between covariance forecasting factor models and risk-based portfolio allocations in currency carry trades Journal of Forecasting | 2019-05-28 | Paper |
| Some recent developments in Markov chain Monte Carlo for cointegrated time series ESAIM: Proceedings and Surveys | 2018-03-07 | Paper |
Research outcomes over time
This page was built for person: Guillaume Bagnarosa
