Sebastian Stöckl
Sebastian Stöckl
Home
CV
Blog
Research
Selected Publications
Working Papers
Research Projects
All papers
Talks
Teaching
Current teaching
Historic teaching & evluations
Thesis topics
Links to Code & Data
Media Coverage
Contact
Light
Dark
Automatic
predictive regression
Parameter Uncertainty, Financial Turbulence and Aggregate Stock Returns
In this paper, we develop a novel, intuitive and objective measure of time-varying parameter uncertainty (PU) based on a simple statistical test.
Cite
×