Paper Review Records
All Paper Review Records
14 valid samples · Newest publication first
Review days = acceptance date − received date. PDF, DOI, and publisher-page sources are retained.
Learning the Shrinkage Intensity: A Data-Driven Approach for Risk-Optimized Portfolios
AuthorsGianluca De Nard; Damjan Kostovic
Affiliations1. Liechtenstein Business School, University of Liechtenstein , Vaduz,; 2. Department of Economics, University of Zurich , Zurich,; 3. Zürcher Kantonalbank , Zurich,; 4. OLZ AG , Zurich,
Optimal Bandwidth Selection for Forecasting under Parameter Instability
AuthorsYu Bai; Bin Peng; Shuping Shi; Wenying Yao
Affiliations1. City University of Macau Faculty of Finance, , Macau S.A.R.,; 2. Monash University Department of Econometrics and Business Statistics, , Caulfield, 3145,; 3. Macquarie University Department of Economics, , North Ryde, 2109,; 4. University of Melbourne Melbourne Business School, , Carlton, 3053,
(Quantile) Spillover Indexes: Simulation-Based Evidence, Confidence Intervals and a Decomposition
AuthorsGiovanni Bonaccolto; Massimiliano Caporin; Syed Jawad Hussain Shahzad
Affiliations1. Department of Economics and Law, Kore University of Enna; 2. Department of Statistical Sciences, University of Padova; 3. University of Waikato Waikato Management School,
Finding Inflation Uncertainty Factors: A Sparse Stochastic Volatility Approach
AuthorsHui-Jhong Choi; Kyu Ho Kang
Affiliations1. Simon Business School, University of Rochester , Rochester, NY 14627,; 2. Department of Economics, Korea University , Seoul, 02841,
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