1 citations · 1 across the 2 of their papers we have counts for
2 papers
stat.ME2024★ 1 cited
Volatility Forecasting Using Similarity-based Parameter Correction and Aggregated Shock Information
David P. Lundquist, Daniel J. Eck
We develop a procedure for forecasting the volatility of a time series immediately following a news shock. Adapting the similarity-based framework of Lin and Eck (2020), we exploit…
stat.AP2022
Comparing baseball players across eras via novel Full House Modeling
Shen Yan, Adrian Burgos, Christopher Kinson +1
A new methodological framework suitable for era-adjusting baseball statistics is developed in this article. Within this methodological framework specific models are motivated. We c…