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~person:"Yanovski, Boyan"
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Yanovski, Boyan
Ledoit, Olivier
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An analysis of systematic risk in worldwide econonomic sentiment indices
Luu, Duc Thi
;
Yanovski, Boyan
;
Lux, Thomas
-
2018
tools of
Random
Matrix
Theory (RMT) and Principal Component Analysis (PCA), our paper aims to extract latent information …
Persistent link: https://www.econbiz.de/10011791083
Saved in:
2
An analysis of systematic risk in worldwide econonomic sentiment indices
Luu, Duc Thi
;
Yanovski, Boyan
;
Lux, Thomas
-
2018
-
Ver. January 2, 2018
tools of
Random
Matrix
Theory (RMT) and Principal Component Analysis (PCA), our paper aims to extract latent information …
Persistent link: https://www.econbiz.de/10011790790
Saved in:
3
An analysis of systemic risk in worldwide economic sentiment indices
Lux, Thomas
;
Luu, Duc Thi
;
Yanovski, Boyan
- In:
Empirica : journal of european economics
47
(
2020
)
4
,
pp. 909-928
Persistent link: https://www.econbiz.de/10012309392
Saved in:
4
An analysis of systemic risk in worldwide economic sentiment indices
Thi, Luu Duc
;
Yanovski, Boyan
;
Lux, Thomas
- In:
Essays on real-financial interactions and on the …
,
(pp. 174-200)
.
2019
Persistent link: https://www.econbiz.de/10012035449
Saved in:
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