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subject:"2000-2014"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Working paper"
~subject:"Behavioural finance"
~subject:"Hauptkomponentenanalyse"
~subject:"Multivariate Analyse"
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Search: subject_exact:"PCA approach"
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2000-2014
Behavioural finance
Hauptkomponentenanalyse
Multivariate Analyse
Principal component analysis
10
Anlageverhalten
4
Australia
4
Australien
4
Portfolio diversification
4
Portfoliodiversifikation
4
Theorie
4
Theory
4
Portfolio selection
2
Portfolio-Management
2
USA
2
United States
2
Volatility
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Volatilität
2
1995-2007
1
1997-2011
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ARCH model
1
ARCH-Modell
1
BEKK
1
CAPM
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Cross-section analysis
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DCC
1
Data envelopment analysis
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Data-Envelopment-Analyse
1
Economic information
1
Estimation
1
Estimation theory
1
Factor analysis
1
Faktorenanalyse
1
Financial economics
1
Forecasting model
1
Frühindikator
1
Government
1
India
1
Indien
1
Kapitalmarkttheorie
1
Leading indicator
1
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7
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Book / Working Paper
10
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10
Graue Literatur
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Non-commercial literature
10
Working Paper
10
Language
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English
10
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Rea, Alethea
4
Rea, William
4
Yang, Libin
4
Anderson, Richard G.
1
Bandyopadhyay, Simanti
1
Beber, Alessandro
1
Binner, Jane M.
1
Brandt, Michael W.
1
Ghysels, Eric
1
Hagströmer, Björn
1
Lettau, Martin
1
Luisi, Maurizio
1
McAleer, Michael
1
Nilsson, Birger
1
Pelger, Markus
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Discussion paper / Centre for Economic Policy Research
Working paper
SFB 649 discussion paper
6
Working paper series / Czech National Bank
4
Applied economics letters
3
Discussion paper / Deutsche Bundesbank
3
Discussion paper / Tinbergen Institute
3
Econometric Institute research papers
3
Economics discussion paper series / Loughborough University, Department of Economics
3
IMF working papers
3
International journal of forecasting
3
International journal of productivity and quality management : IJPQM
3
Journal of international money and finance
3
BOFIT Discussion Paper
2
BOFIT discussion papers
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Bundesbank Series 1 Discussion Paper
2
Columbia economics discussion paper series / Department of Economics, Columbia University
2
Decision making : recent developments and worldwide applications
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Discussion paper series / IZA
2
Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Economic annals
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Economic modelling
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European journal of industrial engineering : EJIE
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Finance research letters
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Indian journal of economics & business : IJEB
2
International business and economics research journal
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International journal of networking and virtual organisations : IJNVO
2
Journal of banking & finance
2
Journal of econometrics
2
Modern multi-factor analysis of bond portfolios : critical implications for hedging and investing
2
NBER working paper series
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Population and development review
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Risk management in commodity markets : from shipping to agricuturals and energy
2
Technological forecasting & social change : an international journal
2
Working paper / Department of Economics, Lund University
2
Working paper / National Bureau of Economic Research, Inc.
2
Working paper series / Centre for Practical Quantitative Finance
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Working papers / Croatian National Bank
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Working papers series / Federal Reserve Bank of San Francisco
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ECONIS (ZBW)
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Can PCA structure changes indicate that it is time to trade?
Yang, Libin
;
Rea, William
;
Rea, Alethea
-
2015
Persistent link: https://www.econbiz.de/10011296208
Saved in:
2
Identifying highly correlated stocks using the last few principal components
Yang, Libin
;
Rea, William
;
Rea, Alethea
-
2015
Persistent link: https://www.econbiz.de/10011296234
Saved in:
3
How much diversification potential is there in a single market? : evidence from the Australian Stock Exchange
Yang, Libin
;
Rea, William
;
Rea, Alethea
-
2015
Persistent link: https://www.econbiz.de/10011296238
Saved in:
4
Stock selection with principal component analysis
Yang, Libin
;
Rea, William
;
Rea, Alethea
-
2015
Persistent link: https://www.econbiz.de/10011296254
Saved in:
5
Some new thoughts on performance evaluation of governments : an application to Indian cities
Bandyopadhyay, Simanti
-
2014
Persistent link: https://www.econbiz.de/10011289527
Saved in:
6
Discussion of "Principal Volatility Component Analysis" by Yu-Pin Hu and Ruey Tsay
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348324
Saved in:
7
Estimating latent asset-pricing factors
Lettau, Martin
;
Pelger, Markus
-
2018
Persistent link: https://www.econbiz.de/10011916509
Saved in:
8
Dynamics in systematic liquidity
Hagströmer, Björn
;
Anderson, Richard G.
;
Binner, Jane M.
-
2009
Persistent link: https://www.econbiz.de/10003844567
Saved in:
9
Factor analysis with large panels volatility proxies
Ghysels, Eric
-
2014
Persistent link: https://www.econbiz.de/10010382083
Saved in:
10
Distilling the macroeocnomic new flow
Beber, Alessandro
;
Brandt, Michael W.
;
Luisi, Maurizio
-
2013
Persistent link: https://www.econbiz.de/10009723120
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