Jumps, Realized Densities, and News Premia
-Econometrics Lunch
Paul Sangrey
University of Pennsylvania
Short Alpha
-Econometrics Lunch
Irina Pimenova
University of Pennsylvania
Density estimation without a curse of dimensionality
-Econometrics Lunch
Minsu Chang
University of Pennsylvania
Egalitarian LASSO for Combining Economic Forecasts
-Econometrics Lunch
Frank Diebold
University of Pennsylvania