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~subject:"CAPM"
~subject:"Prognoseverfahren"
~subject:"Time series analysis"
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Search: subject_exact:"Faktorenanalyse"
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CAPM
Prognoseverfahren
Time series analysis
Faktorenanalyse
951
Factor analysis
946
Theorie
308
Theory
308
Estimation
289
Schätzung
289
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208
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184
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99
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99
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96
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96
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87
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Marcellino, Massimiliano
12
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7
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7
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6
Ruiz, Esther
6
Fan, Jianqing
5
Forni, Mario
5
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5
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5
Hou, Kewei
5
Koopman, Siem Jan
5
Poncela, Pilar
5
Xiu, Dacheng
5
Xue, Chen
5
Zhang, Lu
5
Camacho, Maximo
4
Glocker, Christian
4
Kelly, Bryan T.
4
Liao, Yuan
4
Luciani, Matteo
4
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4
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4
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4
Yazgan, Mustafa Ege
4
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3
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3
Doz, Catherine
3
Ergemen, Yunus Emre
3
Fabozzi, Frank J.
3
Fosten, Jack
3
Giovannelli, Alessandro
3
Gonçalves, Sílvia
3
Han, Xu
3
Kapetanios, George
3
Massacci, Daniele
3
Modugno, Michele
3
Ossola, Elisa
3
Perron, Benoit
3
Peña, Daniel
3
Rossi, Barbara
3
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Journal of econometrics
46
International journal of forecasting
38
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Discussion paper / Centre for Economic Policy Research
13
Economics letters
13
Journal of financial economics
13
Economic modelling
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
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10
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8
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8
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8
Journal of financial econometrics
7
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6
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5
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5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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4
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4
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4
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4
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4
Journal of international money and finance
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The North American journal of economics and finance : a journal of financial economics studies
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The econometrics journal
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ECONIS (ZBW)
376
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1
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1
What difference do new factor models make in portfolio allocation?
Fabozzi, Frank J.
;
Huang, Dashan
;
Jiang, Fuwei
;
Wang, Jiexun
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014451422
Saved in:
2
Big data financial transactions and GDP nowcasting : the case of Turkey
Barlas, Ali B.
;
Mert, Seda Guler
;
Isa, Berk Orkun
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 227-248
Persistent link: https://www.econbiz.de/10014475297
Saved in:
3
A deep factor model for crop yield forecasting and insurance ratemaking
Zhu, Wenjun
- In:
North American actuarial journal : NAAJ ; leading the …
28
(
2024
)
1
,
pp. 57-72
Persistent link: https://www.econbiz.de/10014513808
Saved in:
4
Winners from winners : a tale of risk factors
Chib, Siddhartha
;
Zhao, Lingxiao
;
Zhou, Guofu
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 396-414
Persistent link: https://www.econbiz.de/10014470017
Saved in:
5
Identification of time-varying factor models
Cheung, Ying Lun
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 76-94
Persistent link: https://www.econbiz.de/10014449828
Saved in:
6
A novel integration of the Fama-French and Black-Litterman models to enhance portfolio management
Ko, Hyungjin
;
Son, Bumho
;
Lee, Jaewook
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014494846
Saved in:
7
Semi-strong factors in asset returns
Connor, Gregory
;
Korajczyk, Robert A.
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 70-93
Persistent link: https://www.econbiz.de/10014526305
Saved in:
8
An enhanced factor model for portfolio selection in high dimensions
Shi, Fangquan
;
Shu, Lianjie
;
Gu, Xinhua
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 94-118
Persistent link: https://www.econbiz.de/10014526307
Saved in:
9
Nowcasting domestic demand using a dynamic factor model : the case of Ireland
Egan, Paul
- In:
Applied economics letters
30
(
2023
)
19
,
pp. 2711-2716
Persistent link: https://www.econbiz.de/10014368525
Saved in:
10
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
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