Pooter, M.D. de

model 1.00 forecast 1.01 return 1.02 volatility 0.99 result parameter factor density 1.03 1.04 panel variance 0.98 table 0.97 1.06 1.05 sample 0.96 value minute 1.07 frequency month portfolio estimate 1.08 period number 0.95 sampling maturity figure covariance method forecasting 1.10 gibbs sampler matrix level performance 1.09 journal series 0.93 0.94 bayesian statistic horizon term structure information approach 0.50 1.11 error change structure effect sampling frequency 1.12 1.13 stock inference diebold out-of-sample nelson-siegel 1.14 combination decay macro covariance matrix sampler 0.90 0.80 distribution market