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  • Search: subject:"Nonlinear quantile factor model"
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Artificial intelligence 1 Big Data 1 Big data 1 CAPM 1 Conditional asset pricing model 1 Dynamic loadings 1 Financial economics 1 Forecasting model 1 Kapitalmarkttheorie 1 Künstliche Intelligenz 1 Machine learning 1 Neural networks 1 Neuronale Netze 1 Nichtlineare Regression 1 Nonlinear quantile factor model 1 Nonlinear regression 1 Prognoseverfahren 1 Variational autoencoder 1 Volatility 1 Volatilität 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Li, Dong 1 Yang, Xuanling 1 Zhu, Ke 1 Zhu, Zhoufan 1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1
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ECONIS (ZBW) 1
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Asset pricing via the conditional quantile variational autoencoder
Yang, Xuanling; Zhu, Zhoufan; Li, Dong; Zhu, Ke - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 2, pp. 681-694
Persistent link: https://www.econbiz.de/10015053443
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