Parametric estimation of long memory in factor models

Yunus Emre Ergemen

Year of publication:	[2022]
Authors:	Ergemen, Yunus Emre
Publisher:	Aarhus, Denmark : Department of Economics and Business Economics, Aarhus University
Subject:	Factor models \| long memory \| conditional sum of squares \| principal components analysis \| realized volatility \| Volatilität \| Volatility \| Zeitreihenanalyse \| Time series analysis \| Faktorenanalyse \| Factor analysis \| Theorie \| Theory \| ARCH-Modell \| ARCH model \| Kapitaleinkommen \| Capital income \| Schätzung \| Estimation

freely available

Full text |

More access options

econpapers.repec.org

Check Google Scholar

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10013367389

A service of the