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  • Search: subject:"Large dimensional factor models"
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Year of publication
Subject
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Factor analysis 2 Faktorenanalyse 2 Artificial intelligence 1 Börsenkurs 1 CAPM 1 Capital income 1 Capital market returns 1 Estimation theory 1 Forecasting model 1 Information criterion 1 Kapitaleinkommen 1 Kapitalmarktrendite 1 Künstliche Intelligenz 1 Large dimensional factor models 1 Portfolio selection 1 Portfolio-Management 1 Prognoseverfahren 1 Sampling 1 Schätztheorie 1 Share price 1 Stichprobenerhebung 1 Structural break 1 Structural change 1 Structural changes 1 Strukturbruch 1 Strukturwandel 1 The number of breaks 1 Theorie 1 Theory 1 Time series analysis 1 Zeitreihenanalyse 1 large-dimensional factor models 1 machine learning 1 return prediction 1 subagging 1 subsampling 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2
Author
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De Nard, Gianluca 1 Hediger, Simon 1 Leippold, Markus 1 Wang, Lu 1 Wu, Jianhong 1 Zhou, Ruichao 1
Published in...
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Economics letters 1 Journal of forecasting 1
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Subsampled factor models for asset pricing : the rise of Vasa
De Nard, Gianluca; Hediger, Simon; Leippold, Markus - In: Journal of forecasting 41 (2022) 6, pp. 1217-1247
Persistent link: https://www.econbiz.de/10013465694
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Cover Image
Determining the number of breaks in large dimensional factor models with structural changes
Wang, Lu; Zhou, Ruichao; Wu, Jianhong - In: Economics letters 199 (2021), pp. 1-4
Persistent link: https://www.econbiz.de/10012605871
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