A performance comparison of large-n factor estimators
Zhuo Chen, Gregory Connor, Robert A Korajczyk
| Year of publication: |
2018
|
|---|---|
| Authors: | Chen, Zhuo ; Connor, Gregory ; Korajczyk, Robert A. |
| Published in: |
Review of asset pricing studies. - Cary, NC : Oxford Univ. Press, ISSN 2045-9920, ZDB-ID 2581398-5. - Vol. 8.2018, 1, p. 153-182
|
| Subject: | Factor Model | Asymptotic Principal Components | Large-Scale Factor Model | Faktorenanalyse | Factor analysis | Schätztheorie | Estimation theory | Schätzung | Estimation | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rapstu/rax017 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012001545