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High-Dimensional Factor Models...
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130
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Journal of econometrics
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ECONIS (ZBW)
135
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1
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:
2
Mining the factor zoo : estimation of latent factor models with sufficient proxies
Wan, Runzhe
;
Li, Yingying
;
Lu, Wenbin
;
Song, Rui
- In:
Journal of econometrics
239
(
2024
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10015074454
Saved in:
3
Annals of econometrics: frontiers of financial econometrics and financial engineering
Ghysels, Eric
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10001772158
Saved in:
4
Autoencoder asset pricing models
Gu, Shihao
;
Kelly, Bryan T.
;
Xiu, Dacheng
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 429-450
Persistent link: https://www.econbiz.de/10012619654
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5
Empirical asset pricing with multi-period disaster risk : a simulation-based approach
Sönksen, Jantje
;
Grammig, Joachim
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 805-832
Persistent link: https://www.econbiz.de/10012619790
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6
Macroeconomic uncertainty prices when beliefs are tenuous
Hansen, Lars Peter
;
Sargent, Thomas J.
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 222-250
Persistent link: https://www.econbiz.de/10012619969
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7
Power enhancement for testing multi-factor asset pricing models via Fisher's method
Yu, Xiufan
;
Yao, Jiawei
;
Xue, Lingzhou
- In:
Journal of econometrics
239
(
2024
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10015074451
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8
Direct estimation of the risk neutral factor dynamcis of Gaussian term structure models
Bams, Dennis
;
Schotman, Peter C.
- In:
Journal of econometrics
117
(
2003
)
1
,
pp. 179-206
Persistent link: https://www.econbiz.de/10001787610
Saved in:
9
Annals of econometrics: Dynamic factor models
Croux, Christophe
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10001956158
Saved in:
10
Canonical correlation-based model selection for the multilevel factors
Choi, In
;
Lin, Rui
;
Shin, Yongcheol
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 22-44
Persistent link: https://www.econbiz.de/10014340924
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