Search Results - subject:"Factor Models"

Sarafidis, Vasilis; Wansbeek, Tom - In: Journal of econometrics 220 (2021) 2, pp. 215-226

Persistent link: https://www.econbiz.de/10012618507

Chen, Mingli; Fernández-Val, Iván; Weidner, Martin - In: Journal of econometrics 220 (2021) 2, pp. 296-324

Persistent link: https://www.econbiz.de/10012618515

Brownlees, Christian; Mesters, Geert - In: Journal of econometrics 220 (2021) 2, pp. 544-561

Persistent link: https://www.econbiz.de/10012618565

Barigozzi, Matteo; Lippi, Marco; Luciani, Matteo - In: Journal of econometrics 221 (2021) 2, pp. 455-482

Persistent link: https://www.econbiz.de/10012619245

Kapetanios, George; Pesaran, M. Hashem; Reese, S. - In: Journal of econometrics 221 (2021) 2, pp. 510-541

Persistent link: https://www.econbiz.de/10012619248

Barigozzi, Matteo; Hallin, Marc; Soccorsi, Stefano; … - In: Journal of econometrics 222 (2021) 1,2, pp. 324-343

Persistent link: https://www.econbiz.de/10012619427

Wang, Lu; Zhou, Ruichao; Wu, Jianhong - In: Economics letters 199 (2021), pp. 1-4

Persistent link: https://www.econbiz.de/10012605871

Collot, Solène; Hemauer, Tobias - In: Financial markets and portfolio management 35 (2021) 1, pp. 77-100

Persistent link: https://www.econbiz.de/10012495901

Mönch, Emanuel; Soofi-Siavash, Soroosh - 2021

Persistent link: https://www.econbiz.de/10012498409

Neuhierl, Andreas; Varneskov, Rasmus Tangsgaard - In: Journal of financial economics 140 (2021) 2, pp. 644-675

Persistent link: https://www.econbiz.de/10012650626

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