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20092019
most citedBayes and empirical-Bayes multiplicity adjustment in the variable-selection problem

600 citations · 807 across the 35 of their papers we have counts for

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q-fin.ST2011

An empirical test for Eurozone contagion using an asset-pricing model with heavy-tailed stochastic volatility

Nicholas G. Polson, James G. Scott

This paper proposes an empirical test of financial contagion in European equity markets during the tumultuous period of 2008-2011. Our analysis shows that traditional GARCH and Gau…