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Home
Faculty & Staff Research
Center for Computational Finance and Economic Systems (CoFES)
Center for Computational Finance and Economic Systems (CoFES)
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Center for Computational Finance and Economic Systems (CoFES)
Permanent URI for this collection
https://hdl.handle.net/1911/109327
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Recent Submissions
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Browsing Center for Computational Finance and Economic Systems (CoFES) by Subject
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co-volatility forecasting
1
Compustat
1
Continuous wavelet transform
1
continuous wavelet transform
1
Credit spread
1
CRSP
1
data-driven and adaptive thresholding
2
Dirichlet process mixture
1
dynamic conditional correlation
1
GARCH/MGARCH
1
GVKEY
1
Hierarchical model
1
Historical Index Constituent
1
Indexes
1
integrated squared error
2
Nonparametric Bayes
1
nonparametric method
2
partial density estimation
2
PERMNO
1
regime switching
1
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