Similar Search Results

Fortin, Alain-Philippe; Gagliardini, Patrick; Scaillet, … - 2025

Persistent link: https://www.econbiz.de/10015339146

Packham, Natalie - In: Quantitative finance 24 (2024) 9, pp. 1327-1340

Persistent link: https://www.econbiz.de/10015196926

Massacci, Daniele - In: Journal of financial econometrics 21 (2023) 2, pp. 316-367

Persistent link: https://www.econbiz.de/10014314751

Aït-Sahalia, Yacine; Xiu, Dacheng - In: Journal of econometrics 201 (2017) 2, pp. 384-399

Persistent link: https://www.econbiz.de/10011920525

Aït-Sahalia, Yacine; Xiu, Dacheng - 2017

Persistent link: https://www.econbiz.de/10012806600

Choi, Sung Hoon - In: The econometrics journal 26 (2023) 2, pp. 215-234

Persistent link: https://www.econbiz.de/10014319342

Gagliardini, Patrick; Ossola, Elisa; Scaillet, Olivier - In: Handbook of econometrics : Volume 7A, (pp. 219-282). 2020

of conditional information, and reviews an arbitrage pricing theory for large dimensional factor models in this framework …

Persistent link: https://www.econbiz.de/10014024924

Gagliardini, Patrick; Ossola, Elisa; Scaillet, Olivier - In: Econometrica : journal of the Econometric Society, an … 84 (2016) 3, pp. 985-1046

Persistent link: https://www.econbiz.de/10011579614

Gagliardini, Patrick; Ossola, Elisa; Scaillet, Olivier - 2020

Persistent link: https://www.econbiz.de/10012392216

Belloni, Alexandre; Chen, Mingli; Madrid Padilla, Oscar … - 2019

Persistent link: https://www.econbiz.de/10012170765