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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Bormetti, Giacomo"
~person:"Yang, Yanrong"
~subject:"Börsenkurs"
~subject:"Factor analysis"
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Working paper / Department of Econometrics and Business Statistics, Monash University
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Time-varying panel data models with an additive factor structure
Liu, Fei
;
Gao, Jiti
;
Yang, Yanrong
-
2020
Persistent link: https://www.econbiz.de/10012610885
Saved in:
2
A score-driven conditional correlation model for noisy and asynchronous data : an application to high-frequency covariance dynamics
Buccheri, Giuseppe
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 920-936
Persistent link: https://www.econbiz.de/10012653203
Saved in:
3
Estimation of structural breaks in large panels with cross-sectional dependence
Gao, Jiti
;
Pan, Guangming
;
Yang, Yanrong
-
2016
Persistent link: https://www.econbiz.de/10011781747
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