Now showing items 1-2 of 2

    • Dynamic modeling and Bayesian predictive synthesis 

      McAlinn, Kenichiro (2017)
      This dissertation discusses model and forecast comparison, calibration, and combination from a foundational perspective. For nearly five decades, the field of forecast combination has grown exponentially. Its practicality ...
    • Jump Robustness of Realized Beta and Disentanglement of Jump Beta 

      Sun, Hao (2012-04-17)
      This paper constructs jump-robust estimators for the beta in Capital Asset Pricing Model (CAPM) in order to test the robustness of the recently developed Realized Beta in the presence of large discontinuous movements, or ...