Estimation of large dimensional conditional factor models in finance
Patrick Gagliardini, Elisa Ossola, Olivier Scaillet
| Year of publication: |
2020
|
|---|---|
| Authors: | Gagliardini, Patrick ; Ossola, Elisa ; Scaillet, Olivier |
| Published in: |
Handbook of econometrics ; Volume 7A. - Amsterdam : Elsevier, North Holland, ISBN 978-0-444-63649-2. - 2020, p. 219-282
|
| Subject: | Large panel | Factor model | Conditional information | Risk premium | Asset pricing | Emerging markets | CAPM | Risikoprämie | Faktorenanalyse | Factor analysis | Schätzung | Estimation | Theorie | Theory | Schwellenländer | Emerging economies | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Panel | Panel study | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012392216