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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"CESifo working papers"
~isPartOf:"Journal of econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Aït-Sahalia, Yacine"
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Kapitaleinkommen
Estimation
5
Schätzung
5
Theorie
4
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4
Volatility
4
Volatilität
4
CAPM
2
Capital income
2
Factor analysis
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Swap
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Beta risk
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Estimation theory
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Latent factor model
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Aït-Sahalia, Yacine
Todorov, Viktor
8
Caporale, Guglielmo Maria
6
Gupta, Rangan
6
Bollerslev, Tim
5
Gil-Alaña, Luis A.
4
Andersen, Torben
3
Dai, Zhifeng
3
Hau, Liya
3
Paolella, Marc S.
3
Pesaran, M. Hashem
3
Tauchen, George Eugene
3
Xiu, Dacheng
3
Yang, Chunpeng
3
Zhou, Liyun
3
Zhu, Huiming
3
Asai, Manabu
2
Cho, Hoon
2
Heer, Burkhard
2
Hoffmann, Mathias
2
Jung, Hojin
2
Kim, Dong H.
2
Kim, Jong-Min
2
Kočenda, Evžen
2
Krämer, Walter
2
Li, Jia
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Li, Yingying
2
Lyócsa, Štefan
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Martin-Valmayor, Miguel
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McAleer, Michael
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Meddahi, Nour
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Mo, Guoli
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Nonejad, Nima
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Patton, Andrew J.
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Pelger, Markus
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Pierdzioch, Christian
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Polak, Pawel
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Rottmann, Horst
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CESifo working papers
Journal of econometrics
The North American journal of economics and finance : a journal of financial economics studies
CEA_372Cass working paper series
1
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ECONIS (ZBW)
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High-frequency factor models and regressions
Aït-Sahalia, Yacine
;
Kalnina, Ilze
;
Xiu, Dacheng
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012439640
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2
Using principal component analysis to estimate a high dimensional factor model with high-frequency data
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 384-399
Persistent link: https://www.econbiz.de/10011920525
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