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Collection's Items (Sorted by Submit Date in Descending order): 1 to 20 of 58
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PreviewIssue DateTitleAuthor(s)
14-May-2019Predicting China’s Monetary Policy with Forecast CombinationsPauwels, Laurent; Discipline of Business Analytics, The University of Sydney Business School
8-May-2019Fundamental MomentsImbs, Jean; Pauwels, Laurent; Discipline of Business Analytics, The University of Sydney Business School
25-Mar-2019Moment Redundancy Test with Application to Efficiency-Improving CopulasHao, Bowen; Prokhorov, Artem; Qian, Hailong; Discipline of Business Analytics, The University of Sydney Business School
25-Mar-2019A New Family of Copulas, with Application to Estimation of a Production Frontier SystemAmsler, Christine; Prokhorov, Artem; Schmidt, Peter; Discipline of Business Analytics, The University of Sydney Business School
20-Mar-2019Asymptotic Theory for Rotated Multivariate GARCH ModelsAsai, Manabu; Chang, Chia-Lin; McAleer, Michael; Pauwels, Laurent; Discipline of Business Analytics, The University of Sydney Business School
19-Mar-2019Equivalence of optimal forecast combinations under affine constraintsChan, Felix; Pauwels, Laurent; Discipline of Business Analytics, The University of Sydney Business School
19-Mar-2019Higher Moment Constraints for Predictive Density CombinationsPauwels, Laurent; Radchenko, Peter; Vasnev, Andrey; Disciipline of Business Analytics, The University of Sydney Business School
16-Mar-2017Consistent Estimation of Linear Regression Models Using Matched DataHirukawa, Masayuki; Prokhorov, Artem
2017Random Effects Models with Deep Neural Network Basis Functions: Methodology and ComputationTran, Minh-Ngoc; Nguyen, Nghia; Nott, David; Kohn, Robert
9-Apr-2017Endogenous Environmental Variables In Stochastic Frontier ModelsAmsler, Christine; Prokhorov, Artem; Schmidt, Peter; Michigan State University; University of Sydney
2016Speeding up MCMC by Efficient Data SubsamplingQuiroz, Matias; Villani, Mattias; Kohn, Robert; Tran, Minh-Ngoc
2-Nov-2016Matrix Neural NetworksGao, Junbin; Guo, Yi; Wang, Zhiyong; Discipline of Business Analytics
16-Apr-2016Estimation of Hierarchical Archimedean Copulas as a Shortest Path ProblemMatsypura, Dmytro; Neo, Emily; Prokhorov, Artem
Mar-2016Efficient estimation of parameters in marginal in semiparametric multivariate modelsPanchenko, Valentyn; Prokhorov, Artem; Discipline of Business Analytics
30-Mar-2016Block-Wise Pseudo-Marginal Metropolis-HastingsTran, M.-N.; Kohn, R.; Quiroz, M.; Villani, M.; Discipline of Business Analytics, University of Sydney
30-Mar-2016Fast Inference for Intractable Likelihood Problems using Variational BayesGunawan, David; Tran, Minh-Ngoc; Kohn, Robert; Discipline of Business Analytics, University of Sydney
11-Mar-2016A New Measure of Vector Dependence, with an Application to Financial ContagionMedovikov, Ivan; Prokhorov, Artem; Discipline of Business Analytics, University of Sydney
23-Sep-2015Exact ABC using Importance SamplingTran, Minh-Ngoc; Kohn, Robert; Discipline of Business Analytics, University of Sydney
11-Sep-2015Bayesian Semi-parametric Realized-CARE Models for Tail Risk Forecasting Incorporating Range and Realized MeasuresGerlach, Richard; Wang, Chao; Discipline of Business Analytics, University of Sydney
11-Sep-2015Fat tails and copulas: limits of diversification revisitedIbragimov, Rustam; Prokhorov, Artem; Mo, Jingyuan; Discipline of Business Analytics, University of Sydney
Collection's Items (Sorted by Submit Date in Descending order): 1 to 20 of 58
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