//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
~isPartOf:"CESifo working papers"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Labour economics : official journal of the European Association of Labour Economists"
~isPartOf:"Research papers / Leverhulme Centre for Research on Globalisation and Economic Policy"
~language:"eng"
~person:"Xiu, Dacheng"
~subject:"Bildungsertrag"
~subject:"Kapitaleinkommen"
~subject:"Nonparametric statistics"
~subject:"Panel study"
~subject:"Returns to education"
~subject:"Schätzung"
~subject:"VAR model"
~subject:"Ökonometrisches Modell"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Graue Literatur"
~type_genre:"Handbuch"
~type_genre:"Konferenzbeitrag"
~type_genre:"Non-commercial literature"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Bounded rationality and compet...
Similar by subject
Narrow search
Delete all filters
| 23 applied filters
Year of publication
From:
To:
Subject
All
Bildungsertrag
Kapitaleinkommen
Nonparametric statistics
Panel study
Returns to education
Schätzung
VAR model
Ökonometrisches Modell
Capital income
3
Theorie
3
Theory
3
Big data
2
CAPM
2
Estimation
2
Factor analysis
2
Faktorenanalyse
2
Forecasting model
2
Prognoseverfahren
2
Volatility
2
Volatilität
2
Artificial intelligence
1
Autoencoder
1
Beta risk
1
Betafaktor
1
Conditional asset pricing model
1
Factor model
1
Fama-French factors
1
High-dimensional data
1
High-frequency data
1
Idiosyncratic risk
1
Künstliche Intelligenz
1
Latent factor model
1
Machine learning
1
Neural networks
1
Neuronale Netze
1
Nonlinear factor model
1
Portfolio optimization
1
Portfolio selection
1
Portfolio-Management
1
Principal components
1
Regression analysis
1
Regressionsanalyse
1
Stock returns
1
Time series analysis
1
Time-varying betas
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
Collection of articles written by one author
Graue Literatur
Handbuch
Konferenzbeitrag
Non-commercial literature
Aufsatz in Zeitschrift
3
Language
All
English
Author
All
Xiu, Dacheng
Linton, Oliver
6
Chan, Joshua
5
Zaremba, Adam
5
Kapetanios, George
4
Wang, Yudong
4
Asai, Manabu
3
Aït-Sahalia, Yacine
3
Cakici, Nusret
3
Gao, Jiti
3
Guo, Bin
3
Harvey, David I.
3
Koop, Gary
3
Korobilis, Dimitris
3
Lewbel, Arthur
3
Leybourne, Stephen James
3
Li, Kai
3
Marcellino, Massimiliano
3
McAleer, Michael
3
Pettenuzzo, Davide
3
Phillips, Peter C. B.
3
Poon, Aubrey
3
Sasaki, Yuya
3
Schorfheide, Frank
3
Serletis, Apostolos
3
Soccorsi, Stefano
3
Su, Liangjun
3
Tsionas, Efthymios G.
3
Wu, Chongfeng
3
Zhang, Xinyu
3
Zhang, Zhengjun
3
Aguiar-Conraria, Luís
2
Anatolyev, Stanislav
2
Aruoba, S. Borağan
2
Baillie, Richard
2
Billio, Monica
2
Bognanni, Mark
2
Boswijk, Herman Peter
2
Brownlees, Christian
2
Carriero, Andrea
2
more ...
less ...
Published in...
All
CESifo working papers
Journal of econometrics
Journal of economic dynamics & control
Journal of empirical finance
Labour economics : official journal of the European Association of Labour Economists
Research papers / Leverhulme Centre for Research on Globalisation and Economic Policy
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Using principal component analysis to estimate a high dimensional factor model with high-frequency data
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 384-399
Persistent link: https://www.econbiz.de/10011920525
Saved in:
2
Autoencoder asset pricing models
Gu, Shihao
;
Kelly, Bryan T.
;
Xiu, Dacheng
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 429-450
Persistent link: https://www.econbiz.de/10012619654
Saved in:
3
High-frequency factor models and regressions
Aït-Sahalia, Yacine
;
Kalnina, Ilze
;
Xiu, Dacheng
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012439640
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->