Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of econometrics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Interpretable sparse proximate...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Factor analysis
3
Faktorenanalyse
3
CAPM
2
Capital income
2
Estimation
2
High-dimensional data
2
Kapitaleinkommen
2
PCA
2
Schätzung
2
Time series analysis
2
Zeitreihenanalyse
2
Analysis of variance
1
Anomalies
1
Approximate factor model
1
Causality analysis
1
Cross section of returns
1
Estimation theory
1
Expected returns
1
Financial economics
1
Hauptkomponentenanalyse
1
High-frequency data
1
Induktive Statistik
1
Jumps
1
Kapitalmarkttheorie
1
Kausalanalyse
1
Large N and T
1
Latent factor model
1
Latent factors
1
Matrix completion
1
Modellierung
1
Number of factors
1
Portfolio selection
1
Portfolio-Management
1
Principal component analysis
1
Principal components
1
Schätztheorie
1
Scientific modelling
1
Semimartingales
1
Statistical inference
1
Stochastic process
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Pelger, Markus
3
Lettau, Martin
1
Xiong, Ruoxuan
1
Published in...
All
Journal of econometrics
NBER working paper series
4
The review of financial studies
3
Applied financial economics
2
Discussion paper / Centre for Economic Policy Research
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
NBER Working Paper
2
Working paper / National Bureau of Economic Research, Inc.
2
Applied Financial Economics
1
Columbia Business School Research Paper
1
Discussion papers / CEPR
1
Foundations and trends in econometrics
1
Journal of financial economics
1
Lettau, Martin and Pelger, Markus, Supplemental Appendix for "Factors that Fit the Time Series and Cross-Section of Stock Returns”, 2019
1
Office of Financial Research Working Paper
1
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
1
Research paper series / Swiss Finance Institute
1
Stanford University Graduate School of Business Research Paper
1
Swiss Finance Institute Research Paper
1
The Journal of Finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Large dimensional latent factor modeling with missing observations and applications to causal inference
Xiong, Ruoxuan
;
Pelger, Markus
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 271-301
Persistent link: https://www.econbiz.de/10014341054
Saved in:
2
Large-dimensional factor modeling based on high-frequency observations
Pelger, Markus
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10012139775
Saved in:
3
Estimating latent asset-pricing factors
Lettau, Martin
;
Pelger, Markus
- In:
Journal of econometrics
218
(
2020
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012482858
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
