2 papers
stat.CO2019
HCmodelSets: An R package for specifying sets of well-fitting models in regression with a large number of potential explanatory variables
Henrique Helfer Hoeltgebaum, Heather Battey
In the context of regression with a large number of explanatory variables, Cox and Battey (2017) emphasize that if there are alternative reasonable explanations of the data that ar…
q-fin.TR2019
Dynamics of Value-Tracking in Financial Markets
Nicholas CL Beale, Richard M Gunton, Kutlwano L Bashe +2
The efficiency of a modern economy depends on what we call the Value-Tracking Hypothesis: that market prices of key assets broadly track some underlying value. This can be expected…