Augmented Factor Models with Applications to Validating Market Risk Factors and Forecasting Bond Risk Premia
Year of publication: |
2018
|
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Authors: | Fan, Jianqing ; Ke, Yuan ; Liao, Yuan |
Publisher: |
[S.l.] : SSRN |
Subject: | Schätzung | Estimation | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Faktorenanalyse | Factor analysis | Zinsstruktur | Yield curve | Kapitaleinkommen | Capital income | Anleihe | Bond |
Extent: | 1 Online-Ressource (49 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 22, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2753404 [DOI] |
Classification: | c38 ; C53 - Forecasting and Other Model Applications ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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