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~subject:"Bayes-Statistik"
~subject:"CAPM"
~subject:"FAVAR"
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Search: subject:"Factor Models"
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Bayes-Statistik
CAPM
FAVAR
factor models
478
Faktorenanalyse
454
Factor analysis
411
Factor models
408
Schätzung
362
Estimation
333
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324
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286
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242
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223
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211
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160
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155
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149
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136
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135
Factor Models
111
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100
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99
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96
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96
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93
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91
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75
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Marcellino, Massimiliano
12
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8
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8
Masten, Igor
8
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7
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6
Dijk, Herman K. van
6
Grassi, Stefano
6
Aßmann, Christian
4
Boysen-Hogrefe, Jens
4
Carriero, Andrea
4
Conti, Gabriella
4
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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
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4
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4
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3
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3
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3
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3
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3
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3
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3
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2
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Baele, Lieven
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Robert Schuman Centre for Advanced Studies (RSCAS), European University Institute
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1
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1
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Journal of financial economics
12
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9
International journal of forecasting
5
The North American journal of economics and finance : a journal of financial economics studies
5
Discussion paper / Tinbergen Institute
4
Emerging markets, finance and trade : EMFT
4
Finance research letters
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4
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3
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3
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3
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3
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2
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2
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2
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2
Econometrics : open access journal
2
Economic modelling
2
Emerging markets review
2
Finance : revue de l'Association Française de Finance
2
Financial markets and portfolio management
2
Global finance journal
2
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2
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2
The European journal of finance
2
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2
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Annual review of financial economics
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Asian journal of business and accounting : AJBA
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ECONIS (ZBW)
194
RePEc
18
EconStor
14
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41
RIM-based value premium and factor pricing using value-price divergence
Cong, Lin William
;
George, Nathan Darden
;
Wang, Guojun
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014462562
Saved in:
42
Testing
factor
models
when asset bubbles occur : a time-varying perspective
Yu, Lu
;
Li, Yanglin
- In:
Economic modelling
124
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014463291
Saved in:
43
Asset pricing and microcaps
Li, Yuming
- In:
Annals of economics and finance
24
(
2023
)
1
,
pp. 119-140
Persistent link: https://www.econbiz.de/10014423595
Saved in:
44
International
factor
models
Huber, Daniel
;
Jacobs, Heiko
;
Müller, Sebastian
; …
- In:
Journal of banking & finance
150
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014428949
Saved in:
45
The long-run risk premium in the intertemporal CAPM : international evidence
Sakemoto, Ryuta
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014490038
Saved in:
46
How robust are empirical
factor
models
to the choice of breakpoints?
Hollstein, Fabian
;
Prokopczuk, Marcel
;
Voigts, Victoria
- In:
The Quarterly Journal of Finance : QJF
13
(
2023
)
4
,
pp. 1-68
Persistent link: https://www.econbiz.de/10014490274
Saved in:
47
Evaluating asset pricing models with non-traded factors using the method of maximum-correlated portfolios
Yang, Ge
;
Yin, Ximing
;
Kimmel, Robert
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485489
Saved in:
48
When do investors go green? : evidence from a time-varying asset-pricing model
Alessi, Lucia
;
Ossola, Elisa
;
Panzica, Roberto Calogero
- In:
International review of financial analysis
90
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014470361
Saved in:
49
Canonical correlation-based model selection for the multilevel factors
Choi, In
;
Lin, Rui
;
Shin, Yongcheol
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 22-44
Persistent link: https://www.econbiz.de/10014340924
Saved in:
50
Cryptocurrencies meet equities : risk factors and asset-pricing relationships
Dobrynskaja, V. V.
;
Dubrovskiy, Mikhail
- In:
Fintech, pandemic, and the financial system : …
,
(pp. 95-111)
.
2023
Persistent link: https://www.econbiz.de/10014245454
Saved in:
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