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Search: subject:"Approximate Factor model"
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Approximate factor model
20
Factor analysis
20
Faktorenanalyse
20
Theorie
19
Theory
19
approximate factor model
11
CAPM
9
Capital income
8
Kapitaleinkommen
8
Estimation
7
Portfolio selection
7
Portfolio-Management
7
Schätzung
7
Estimation theory
6
Schätztheorie
6
Time series analysis
6
Zeitreihenanalyse
6
Correlation
5
Korrelation
5
Forecasting model
4
Panel
4
Panel study
4
Principal components
4
Prognoseverfahren
4
High dimensionality
3
Risikoprämie
3
Risk premium
3
Statistical distribution
3
Statistische Verteilung
3
large panel
3
principal components
3
Analysis of variance
2
Common factor
2
Emerging economies
2
Heterogeneity in price setting
2
Large panel
2
Market integration
2
Marktintegration
2
PCA
2
Preisrigidität
2
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Undetermined
20
Free
9
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Article
22
Book / Working Paper
10
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Article in journal
20
Aufsatz in Zeitschrift
20
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6
Working Paper
6
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5
Non-commercial literature
5
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English
28
Undetermined
4
Author
All
Scaillet, Olivier
5
Fan, Jianqing
4
Chaieb, Ines
3
Langlois, Hugues
3
Liao, Yuan
3
Chou, Ray Yeutien
2
Gagliardini, Patrick
2
Kaufmann, Daniel
2
Kurozumi, Eiji
2
Ossola, Elisa
2
Seregina, Ekaterina
2
Tanaka, Shinya
2
Tsay, Ruey S.
2
Wu, Jianhong
2
Yen, Tso-Jung
2
Yen, Yu-min
2
Amengual, Dante
1
Ando, Tomohiro
1
Cesa-Bianchi, Ambrogio
1
Chen, Jiaqin
1
Cheung, Ying Lun
1
Daniele, Maurizio
1
Ferrero, Andrea
1
Grenouilleau, Daniel
1
Kung, Ko-Lun
1
Kuo, Weiyu
1
Lee, Tae-hwy
1
Lein, Sarah M.
1
Lein-Rupprecht, Sarah M.
1
Leng, Chenlei
1
Li, Degui
1
Liu, Han
1
Liu, Jinshan
1
MacMinn, Richard D.
1
Mincheva, Martina
1
Pan, Jiazhu
1
Pelger, Markus
1
Peng, Bin
1
Pohlmeier, Winfried
1
Repetto, Luca
1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
Directorate-General Economic and Financial Affairs, European Commission
1
Institute of Economic Research, Hitotsubashi University
1
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Journal of econometrics
4
Economics letters
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
MPRA Paper
2
Research paper series / Swiss Finance Institute
2
CEMFI working paper
1
Econometric reviews
1
Economics Letters
1
European Economic Review
1
European Economy - Economic Papers
1
European economic review : EER
1
Global COE Hi-Stat Discussion Paper Series
1
HEC Paris research paper series
1
Insurance / Mathematics & economics
1
International journal of forecasting
1
Journal of banking & finance
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
Journal of money, credit and banking : JMCB
1
Quantitative finance
1
Staff working papers / Bank of England
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The econometrics journal
1
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ECONIS (ZBW)
26
RePEc
6
Showing
1
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10
of
32
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1
Optimal portfolio using Factor Graphical Lasso
Lee, Tae-hwy
;
Seregina, Ekaterina
- In:
Journal of financial econometrics
22
(
2024
)
3
,
pp. 670-695
Persistent link: https://www.econbiz.de/10015045168
Saved in:
2
A basket half full : sparse portfolios
Seregina, Ekaterina
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1833-1852
Persistent link: https://www.econbiz.de/10014452457
Saved in:
3
On determination of the number of factors in an
approximate
factor
model
Liu, Jinshan
;
Pan, Jiazhu
;
Xia, Qiang
;
Xiao, Li
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
3
,
pp. 285-298
Persistent link: https://www.econbiz.de/10014372878
Saved in:
4
Sparse approximate factor estimation for high-dimensional covariance matrices
Daniele, Maurizio
;
Pohlmeier, Winfried
;
Zagidullina, Aygul
-
2020
Persistent link: https://www.econbiz.de/10012317378
Saved in:
5
Multi-population mortality modeling : when the data is too much and not enough
Kung, Ko-Lun
;
MacMinn, Richard D.
;
Kuo, Weiyu
;
Tsai, …
- In:
Insurance / Mathematics & economics
103
(
2022
),
pp. 41-55
Persistent link: https://www.econbiz.de/10013198325
Saved in:
6
Long memory factor model : on estimation of factor memories
Cheung, Ying Lun
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 756-769
Persistent link: https://www.econbiz.de/10013534489
Saved in:
7
Demand-side strategy, relational advantage and partner-driven corporate scope : the case for client-led diversification
Chaieb, Ines
;
Langlois, Hugues
;
Scaillet, Olivier
-
2018
Persistent link: https://www.econbiz.de/10012109298
Saved in:
8
Time-varying risk premia in large international equity markets
Chaieb, Ines
;
Langlois, Hugues
;
Scaillet, Olivier
-
2018
Persistent link: https://www.econbiz.de/10011876090
Saved in:
9
Nonparametric estimation of large covariance matrices with conditional sparsity
Wang, Hanchao
;
Peng, Bin
;
Li, Degui
;
Leng, Chenlei
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 53-72
Persistent link: https://www.econbiz.de/10012619958
Saved in:
10
Factors and risk premia in individual international stock returns
Chaieb, Ines
;
Langlois, Hugues
;
Scaillet, Olivier
- In:
Journal of financial economics
141
(
2021
)
2
,
pp. 669-692
Persistent link: https://www.econbiz.de/10013259849
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