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subject:"Kapitaleinkommen"
~isPartOf:"Journal of econometrics"
~person:"Pelger, Markus"
~subject:"Großbritannien"
~subject:"Volatilität"
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Kapitaleinkommen
Großbritannien
Volatilität
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Pelger, Markus
Todorov, Viktor
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Li, Jia
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Journal of econometrics
Swiss Finance Institute Research Paper
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ECONIS (ZBW)
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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
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Large-dimensional factor modeling based on high-frequency observations
Pelger, Markus
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10012139775
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