Improving forecast accuracy of financial vulnerability : PLS factor model approach
Hyeongwoo Kim, Kyunghwan Ko
| Year of publication: |
2020
|
|---|---|
| Authors: | Kim, Hyeongwoo ; Ko, Kyunghwan |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 88.2020, p. 341-355
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| Subject: | Partial least squares | Principal component analysis | Financial stress index | Out-of-sample forecast | RRMSPE | Prognoseverfahren | Forecasting model | Faktorenanalyse | Factor analysis | Theorie | Theory | Kleinste-Quadrate-Methode | Least squares method | Partielle kleinste Quadrate | Hauptkomponentenanalyse | Finanzkrise | Financial crisis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2019.09.046 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012417239