We estimate by Bayesian inference the mixed conditional heteroskedasticity model of Haas et al. (2004a Journal of Financial Econometrics 2, 211–50). We construct a Gibbs sampler algorithm to compute ...
A collaboration including the University of Oxford, University of British Columbia, Intel, New York University, CERN, and the National Energy Research Scientific Computing Center is working to make it ...
The network autocorrelation model has been the workhorse for estimating and testing the strength of theories of social influence in a network. In many network studies, different types of social ...
This course is available on the BSc in Actuarial Science, BSc in Actuarial Science (with a Placement Year), BSc in Data Science, BSc in Mathematics with Data Science, BSc in Mathematics with Economics ...