Reduced‐form factor augmented VAR—Exploiting sparsity to include meaningful factors
Beyeler, Simon, Kaufmann, Sylvia
Published in Journal of applied econometrics (Chichester, England) (01.11.2021)
Published in Journal of applied econometrics (Chichester, England) (01.11.2021)
Get full text
Journal Article
Identifying relevant and irrelevant variables in sparse factor models
Kaufmann, Sylvia, Schumacher, Christian
Published in Journal of applied econometrics (Chichester, England) (01.09.2017)
Published in Journal of applied econometrics (Chichester, England) (01.09.2017)
Get full text
Journal Article
Bayesian Dynamic Tensor Regression
Billio, Monica, Casarin, Roberto, Iacopini, Matteo, Kaufmann, Sylvia
Published in Journal of business & economic statistics (03.04.2023)
Published in Journal of business & economic statistics (03.04.2023)
Get full text
Journal Article
Bayesian analysis of switching ARCH models
KAUFMANN, SYLVIA, FRÜHWIRTH-SCHNATTER, SYLVIA
Published in Journal of time series analysis (01.07.2002)
Published in Journal of time series analysis (01.07.2002)
Get full text
Journal Article
Bank lending in Switzerland: Driven by business models and exposed to uncertainty
Beutler, Toni, Gubler, Matthias, Hauri, Simona, Kaufmann, Sylvia
Published in International review of financial analysis (01.11.2021)
Published in International review of financial analysis (01.11.2021)
Get full text
Journal Article
Genetic control over biogenic crystal morphogenesis in zebrafish
Deis, Rachael, Lerer-Goldshtein, Tali, Baiko, Olha, Eyal, Zohar, Brenman-Begin, Dolev, Goldsmith, Moshe, Kaufmann, Sylvia, Heinig, Uwe, Dong, Yonghui, Lushchekina, Sofya, Varsano, Neta, Olender, Tsviya, Kupervaser, Meital, Porat, Ziv, Levin-Zaidman, Smadar, Pinkas, Iddo, Mateus, Rita, Gur, Dvir
Published in Nature chemical biology (30.08.2024)
Published in Nature chemical biology (30.08.2024)
Get full text
Journal Article
Portfolio rebalancing in times of stress
Fischer, Andreas M., Greminger, Rafael P., Grisse, Christian, Kaufmann, Sylvia
Published in Journal of international money and finance (01.05.2021)
Published in Journal of international money and finance (01.05.2021)
Get full text
Journal Article
Model-Based Clustering of Multiple Time Series
Fröhwirth-Schnatter, Sylvia, Kaufmann, Sylvia
Published in Journal of business & economic statistics (01.01.2008)
Published in Journal of business & economic statistics (01.01.2008)
Get full text
Journal Article