EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Unobservable factors"
Narrow search

Narrow search

Year of publication
Subject
All
Estimation 2 Schätzung 2 Theorie 2 Theory 2 Unobservable factors 2 Artificial Neural Networks 1 Artificial intelligence 1 Bootstrap 1 Bootstrap approach 1 Bootstrap-Verfahren 1 CAPM 1 Conditioning Information 1 Country risk 1 Credit risk 1 Debt crisis 1 EU countries 1 EU-Staaten 1 Euro area 1 European sovereign debt crisis 1 Eurozone 1 Factor analysis 1 Faktorenanalyse 1 Forecasting model 1 Geldpolitik 1 IV-Schätzung 1 Instrumental Variables 1 Instrumental variables 1 Investment Fund 1 Investmentfonds 1 Kreditrisiko 1 Künstliche Intelligenz 1 Large Panel 1 Länderrisiko 1 Machine Learning 1 Monetary policy 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Neural networks 1 Neuronale Netze 1 Panel 1
more ... less ...
Online availability
All
Undetermined 2 Free 1
Type of publication
All
Article 2 Book / Working Paper 1
Type of publication (narrower categories)
All
Article in journal 2 Aufsatz in Zeitschrift 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
All
English 3
Author
All
Cheng, Tingting 1 Gagliardini, Patrick 1 Kinateder, Harald 1 Ma, Hao 1 Wagner, Niklas F. 1 Yan, Cheng 1
Published in...
All
Economics letters 1 Research paper series / Swiss Finance Institute 1 Swiss Finance Institute Research Paper 1 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 1
Source
All
ECONIS (ZBW) 3
Showing 1 - 3 of 3
Cover Image
Extracting statistical factors when betas are time-varying
Gagliardini, Patrick; Ma, Hao - 2019 - This version: July 2019
This paper deals with identification and inference on the unobservable conditional factor space and its dimension in large unbalanced panels of asset returns. The model specification is nonparametric regarding the way the loadings vary in time as functions of common shocks and individual...
Persistent link: https://www.econbiz.de/10012176811
Saved in:
Cover Image
Quantitative easing and the pricing of EMU sovereign debt
Kinateder, Harald; Wagner, Niklas F. - In: The quarterly review of economics and finance : journal … 66 (2017), pp. 1-12
Persistent link: https://www.econbiz.de/10011792719
Saved in:
Cover Image
Evaluating the size of the bootstrap method for fund performance evaluation
Cheng, Tingting; Yan, Cheng - In: Economics letters 156 (2017), pp. 36-41
Persistent link: https://www.econbiz.de/10011822349
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...