Browsing All of EconStor by Author De Mol, Christine
Showing results 1 to 3 of 3
Year of Publication | Title | Author(s) |
2006 | Forecasting using a large number of predictors: Is Bayesian regression a valid alternative to principal components? | De Mol, Christine; Giannone, Domenico; Reichlin, Lucrezia |
2006 | Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components? | De Mol, Christine; Giannone, Domenico; Reichlin, Lucrezia |
2008 | Sparse and stable Markowitz portfolios | Brodie, Joshua; Daubechies, Ingrid; De Mol, Christine; Giannone, Domenico; Loris, Ignace |