Bayesian estimation methods form a dynamic branch of statistical inference, utilising Bayes’ theorem to update probabilities in light of new evidence. This framework combines prior knowledge with ...

The factor model is an important construct for both portfolio managers and researchers in modern finance. For practitioners, factor model coefficients are used to guide the construction of optimal ...

We suggest a new method for integrating volatility information for estimating the value-at-risk and conditional value-at-risk of a portfolio. This new method is developed from the perspective of ...

The Canadian Journal of Statistics / La Revue Canadienne de Statistique, Vol. 46, No. 3 (September/septembre 2018), pp. 399-415 (17 pages) For sparse and high-dimensional data analysis, a valid ...

The paper constructs a new output gap measure for Vietnam by applying Bayesian methods to a two-equation AS-AD model, while treating the output gap as an unobservable series to be estimated together ...

The covariance matrix of asset returns is the key input for many problems in finance and economics. This paper introduces a Bayesian nonparametric method to estimate the ex post covariance matrix from ...

Cobimetinib Plus Vemurafenib in Patients With Colorectal Cancer With BRAF Mutations: Results From the Targeted Agent and Profiling Utilization Registry (TAPUR) Study We divided the borrowing ...