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Search: subject:"Factor Models"
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Subject
All
Faktorenanalyse
549
Factor analysis
506
factor models
502
Factor models
430
Theorie
413
Schätzung
385
Theory
375
Estimation
356
Prognoseverfahren
284
Forecasting model
256
Zeitreihenanalyse
206
Portfolio-Management
194
Time series analysis
194
CAPM
193
Portfolio selection
189
Kapitaleinkommen
185
Capital income
180
dynamic factor models
159
Dynamic factor models
142
Schätztheorie
121
Estimation theory
117
Volatilität
117
Factor Models
113
Volatility
112
Forecasting
99
Frühindikator
98
forecasting
97
Leading indicator
96
Börsenkurs
88
Dynamic Factor Models
87
Wirtschaftsprognose
86
Welt
85
Business cycle
84
Konjunktur
83
Panel
83
Share price
83
Economic forecast
81
Panel study
74
World
74
Bayes-Statistik
73
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All
Free
1,119
Undetermined
576
CC license
23
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Book / Working Paper
1,110
Article
751
Other
13
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Working Paper
569
Article in journal
541
Aufsatz in Zeitschrift
541
Graue Literatur
316
Non-commercial literature
316
Arbeitspapier
303
Article
28
Thesis
12
Aufsatz im Buch
9
Book section
9
Hochschulschrift
7
research-article
7
Aufsatzsammlung
3
Conference paper
3
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3
Konferenzschrift
3
Collection of articles of several authors
2
Research Report
2
Sammelwerk
2
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1
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1
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1
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1
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1
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English
1,390
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457
German
11
French
7
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6
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2
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2
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1
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Author
All
Marcellino, Massimiliano
64
Kapetanios, George
57
Barigozzi, Matteo
44
Eickmeier, Sandra
36
Hallin, Marc
29
Lippi, Marco
26
Schumacher, Christian
26
Forni, Mario
24
Pesaran, M. Hashem
24
Ravazzolo, Francesco
23
Giannone, Domenico
21
Reichlin, Lucrezia
21
Banerjee, Anindya
20
Proietti, Tommaso
19
Chudik, Alexander
18
Doz, Catherine
17
Gobillon, Laurent
17
Luciani, Matteo
17
Alessi, Lucia
16
Grassi, Stefano
16
Hubrich, Kirstin
16
Koopman, Siem Jan
16
Magnac, Thierry
16
Zaffaroni, Paolo
16
Capasso, Marco
15
Heckman, James J.
15
Breitung, Jörg
14
Lucas, André
13
Casarin, Roberto
12
Masten, Igor
12
Weidner, Martin
12
Bai, Jushan
11
Bystrov, Victor
11
Modugno, Michele
11
Piatek, Rémi
11
Rua, António
11
Rünstler, Gerhard
11
Wolf, Michael
11
Bailey, Natalia
10
Barhoumi, Karim
10
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Institution
All
C.E.P.R. Discussion Papers
39
European Central Bank
28
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
27
Deutsche Bundesbank
20
Banque de France
15
School of Economics and Finance, Queen Mary
13
Institute for the Study of Labor (IZA)
10
School of Economics and Management, University of Aarhus
10
CESifo
9
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
9
Department of Economics, European University Institute
9
Society for Computational Economics - SCE
9
European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management
8
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
8
Banca d'Italia
7
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
7
Université Paris-Dauphine (Paris IX)
7
Laboratory of Economics and Management (LEM), Scuola Superiore Sant'Anna
6
Tinbergen Instituut
6
Banco de España
5
Institut für Weltwirtschaft (IfW)
5
Reserve Bank of Australia
5
Department of Economics and Business, Universitat Pompeu Fabra
4
Department of Economics, Oxford University
4
Department of Economics, University of Pennsylvania
4
Faculty of Economics, University of Cambridge
4
HAL
4
Instituto Valenciano de Investigaciones Económicas (IVIE)
4
International Monetary Fund (IMF)
4
Norges Bank
4
Türkiye Cumhuriyet Merkez Bankası
4
Center for Financial Studies
3
Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia
3
Departamento de Estadistica, Universidad Carlos III de Madrid
3
Department of Economics, University of Birmingham
3
Dipartimento del Tesoro, Ministero dell'Economia e delle Finanze
3
Econometric Society
3
Nationale Bank van België/Banque national de Belqique (BNB)
3
Tinbergen Institute
3
Université Paris-Dauphine
3
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Published in...
All
Journal of econometrics
48
CEPR Discussion Papers
39
Working Paper
34
ECB Working Paper
32
International journal of forecasting
27
Working Paper Series / European Central Bank
27
MPRA Paper
26
IZA Discussion Papers
25
Discussion paper / Tinbergen Institute
19
Economics letters
19
Tinbergen Institute Discussion Paper
19
Discussion papers / CEPR
18
CESifo Working Paper
17
Discussion Paper Series 1
17
Discussion Paper Series 1: Economic Studies
17
Working paper
17
Economic modelling
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Journal of financial economics
15
Working papers / Banque de France
15
International Journal of Forecasting
13
Working Papers / School of Economics and Finance, Queen Mary
13
CESifo working papers
11
Journal of applied econometrics
11
Journal of banking & finance
11
Journal of forecasting
11
SSE/EFI Working Paper Series in Economics and Finance
11
CREATES Research Papers
10
ECARES working paper
10
Journal of Econometrics
10
The North American journal of economics and finance : a journal of financial economics studies
10
CESifo Working Paper Series
9
CIRANO Working Papers
9
Discussion paper series / IZA
9
Economics Working Papers / Department of Economics, European University Institute
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Finance research letters
9
International review of financial analysis
9
Journal of empirical finance
9
SFB 649 Discussion Paper
9
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Source
All
ECONIS (ZBW)
892
RePEc
647
EconStor
298
BASE
29
Other ZBW resources
7
USB Cologne (business full texts)
1
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411
Venturing into uncharted territory : an extensible implied volatility surface model
François, Pascal
;
Galarneau-Vincent, Rémi
;
Gauthier, …
- In:
The journal of futures markets
42
(
2022
)
10
,
pp. 1912-1940
Persistent link: https://www.econbiz.de/10013465829
Saved in:
412
The power of (non-)linear shrinking : a review and guide to covariance matrix estimation
Ledoit, Olivier
;
Wolf, Michael
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 187-218
Persistent link: https://www.econbiz.de/10012878194
Saved in:
413
High dimensional
factor
models
with an application to mutual fund characteristics
Lettau, Martin
-
2022
Persistent link: https://www.econbiz.de/10012887586
Saved in:
414
Some properties of portfolios constructed from principal components of asset returns
Severini, Thomas A.
- In:
Annals of finance
18
(
2022
)
4
,
pp. 457-483
Persistent link: https://www.econbiz.de/10013489455
Saved in:
415
Mutual fund performance persistence :
factor
models
and portfolio size
Cuthbertson, Keith
;
Nitzsche, Dirk
;
O'Sullivan, Niall
- In:
International review of financial analysis
81
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013411047
Saved in:
416
Business cycle synchronization in the CIS region
Kishor, N. Kundan
;
Giorgadze, Salome
- In:
Economics of transition and institutional change
30
(
2022
)
1
,
pp. 135-158
Persistent link: https://www.econbiz.de/10012795314
Saved in:
417
Lifecycle wages and human capital investments : selection and missing data
Gobillon, Laurent
;
Magnac, Thierry
;
Roux, Sébastien
-
2022
Persistent link: https://www.econbiz.de/10012806529
Saved in:
418
Investigating the predictive ability of ONS big data-based indicators
Kapetanios, George
;
Papailias, Fotis
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 252-258
Persistent link: https://www.econbiz.de/10012817730
Saved in:
419
Nonparametric estimation and conformal inference of the sufficient forecasting with a diverging number of factors
Yu, Xiufan
;
Yao, Jiawei
;
Xue, Lingzhou
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 342-354
Persistent link: https://www.econbiz.de/10012804117
Saved in:
420
Homogeneity and structure identification in semiparametric
factor
models
Guo, Chaohui
;
Li, Jialiang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 408-422
Persistent link: https://www.econbiz.de/10012804127
Saved in:
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