PhD Candidate

davidl11@illinois.edu

Department of Statistics
University of Illinois Urbana-Champaign
616 E Green St
Champaign, Illinois
61820

Publications

• Volatility Forecasting Using Similarity-based Parameter Correction and Aggregated Shock Information (International Journal of Forecasting)   David Lundquist, Daniel J. Eck

• Forecast Adjustment Under Shocks: A Unification David Lundquist, Daniel J. Eck

• Can the Shiller PE be used to predict S&P 500 returns? Details to come.