Comment on Poirier: Operational Bayesian Methods in Econometrics
نویسندگان
چکیده
منابع مشابه
Comment: A Selective Overview of Nonparametric Methods in Financial Econometrics
We would like to congratulate Jianqing Fan for an excellent and well-written survey of some of the literature in this area. We will here focus on some of the issues which are at the research frontiers in financial econometrics but are not covered in the survey. Most importantly, we consider the estimation of actual volatility. Related to this is the realization that financial data is actually o...
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ژورنال
عنوان ژورنال: Journal of Economic Perspectives
سال: 1988
ISSN: 0895-3309
DOI: 10.1257/jep.2.1.159