Factor-augmented regressions and their applications to financial markets : a selective review
Yonghui Zhang
| Year of publication: |
2025
|
|---|---|
| Authors: | Zhang, Yonghui |
| Published in: |
Financial econometrics : theory and applications. - Cambridge : Cambridge University Press, ISBN 978-1-108-91009-5. - 2025, p. 60-94
|
| Subject: | diffusion index | factor model | forecasting | functional-coefficient model | model selection | principal component analysis | quantile regression | time-varying parameter | Regressionsanalyse | Regression analysis | Prognoseverfahren | Forecasting model | Finanzmarkt | Financial market | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Modellierung | Scientific modelling | Hauptkomponentenanalyse | Principal component analysis | Faktorenanalyse | Factor analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1017/9781108910095.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015426485