Browsing by Author Discipline of Business Analytics

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PreviewIssue DateTitleAuthor(s)
10-Sep-2014Bayesian Assessment of Dynamic Quantile ForecastsGerlach, Richard; Chen, Cathy W.S.; Lin, Edward M.H.; Discipline of Business Analytics
Mar-2011Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial CrisisGerlach, Richard; Chen, Cathy W.S.; Lin, Edward M.H.; Lee, Wcw; Discipline of Business Analytics
Jan-2012Bayesian Semi-parametric Expected Shortfall Forecasting in Financial MarketsGerlach, Richard; Chen, Cathy W.S.; Lin, Liou-Yan; Discipline of Business Analytics
Aug-2009Bayesian time-varying quantile forecasting for Value-at-Risk in financial marketsGerlach, Richard; Chen, Cathy W.S.; Chan, Nancy Y. C.; Discipline of Business Analytics
Jul-2010Combinatorics of Option Spreads: The Margining AspectMatsypura, D.; Timkovsky, V.G.; Discipline of Business Analytics
5-Sep-2014Consistent Estimation of Linear Regression Models Using Matched DataProkhorov, Artem; Hirukawa, Masayuki; Discipline of Business Analytics
Aug-2011Convergent learning algorithms for potential games with unknown noisy rewardsChapman, Archie C.; Leslie, David S.; Rogers, Alex; Jennings, Nicholas R.; Discipline of Business Analytics
Oct-2011Does the Box-Cox transformation help in forecasting macroeconomic time series?Proietti, Tommaso; L├╝tkepohl, Helmut; Discipline of Business Analytics
Sep-2011Do External Political Pressures Affect the Renminbi Exchange Rate?Pauwels, Laurent; Liu, Li-Gang; Discipline of Business Analytics
Jan-2010Estimating Value At RiskLu, Zudi; Huang, Hai; Gerlach, Richard; Discipline of Business Analytics
Jun-2011Forecast combination for discrete choice models: predicting FOMC monetary policy decisionsPauwels, Laurent; Vasnev, Andrey; Discipline of Business Analytics
Sep-2010Margining Option Portfolios by Network FlowsMatsypura, D.; Timkovsky, V.G.; Discipline of Business Analytics
Nov-2009Mixed strategies in discriminatory divisible-good auctionsAnderson, E.J.; Holmberg, P.; Philpott, A.B.; Discipline of Business Analytics
Oct-2011The Multistep Beveridge-Nelson DecompositionProietti, Tommaso; Discipline of Business Analytics
Mar-2010Portfolio Margining: Strategy vs RiskCoffman, E.G. Jr; Matsypura, D.; Timkovsky, V.G.; Discipline of Business Analytics
Aug-2011Ranking games and gambling: When to quit when you're aheadAnderson, E.J.; Discipline of Business Analytics
Apr-2014Semi-parametric Expected Shortfall ForecastingGerlach, Richard; Chen, Cathy W.S.; Discipline of Business Analytics
Sep-2011Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification searchProietti, Tommaso; Grassi, Stefano; Discipline of Business Analytics
Apr-2011Supply Function Equilibria Always ExistAnderson, Edward; Discipline of Business Analytics
Nov-2009Survival Analysis for Credit Scoring: Incidence and LatencyWatkins, John; Vasnev, Andrey; Gerlach, Richard; Discipline of Business Analytics
Showing results 2 to 21 of 22