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Gregor Kastner — most-cited papers & profile · Time Series
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Gregor Kastner
1
papers ·
2
citations
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Most-cited papers
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns
2018 · 2 citations
Top co-authors
Florian Huber
· 1
Michael Pfarrhofer
· 1
Topics
Domain — Finance
Probabilistic