Auflistung nach Schlagwort "var estimation"
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Eikon
Refinitiv Eikon delivers a powerful combination of information, analytics and exclusive news on financial markets. It covers all the major financial markets – equity, fixed income, commodities, foreign exchange – and ... -
High-Dimensional Sparse Financial Networks through a Regularised Regression Model
(2019-02-12)"We propose a shrinkage and selection methodology specifically designed for network inference using high dimensional data through a regularised linear regression model with Spike-and-Slab prior on the parameters. The ...