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  • Search: subject:"Time-series factor models"
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Betas 1 Bias 1 CAPM 1 Capital income 1 Efficiency 1 Estimation 1 Estimation theory 1 Factor analysis 1 Factor returns 1 Faktorenanalyse 1 Kapitaleinkommen 1 Model selection 1 Portfolio selection 1 Portfolio-Management 1 Regression analysis 1 Regressionsanalyse 1 Robust regression 1 Robust statistics 1 Robustes Verfahren 1 Schätztheorie 1 Schätzung 1 Systematischer Fehler 1 Time series analysis 1 Time-series factor models 1 Variance 1 Zeitreihenanalyse 1
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Free 1
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Article 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Martin, R. Douglas 1 Xia, Daniel Z. 1
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The journal of asset management : a major new, international quarterly journal for the financial community 1
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ECONIS (ZBW) 1
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Efficient bias robust regression for time series factor models
Martin, R. Douglas; Xia, Daniel Z. - In: The journal of asset management : a major new, … 23 (2022) 3, pp. 215-234
Persistent link: https://www.econbiz.de/10013199106
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