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~accessRights:"restricted"
~person:"Perez, M. Fabricio"
~person:"Pesaran, M. Hashem"
~person:"Wu, Jianhong"
~subject:"Faktorenanalyse"
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Faktorenanalyse
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Perez, M. Fabricio
Pesaran, M. Hashem
Wu, Jianhong
Marcellino, Massimiliano
18
Lippi, Marco
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Barigozzi, Matteo
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ECONIS (ZBW)
12
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1
Follow the leader : index tracking with factor models
Jiang, Pan
;
Perez, M. Fabricio
- In:
Journal of empirical finance
64
(
2021
),
pp. 337-350
Persistent link: https://www.econbiz.de/10013259499
Saved in:
2
Estimation of multivariate asset models with jumps
Ballotta, Laura
;
Fusai, Gianluca
;
Loregian, Angela
; …
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
5
,
pp. 2053-2083
Persistent link: https://www.econbiz.de/10012140059
Saved in:
3
Detection of units with pervasive effects in large panel data models
Kapetanios, George
;
Pesaran, M. Hashem
;
Reese, S.
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 510-541
Persistent link: https://www.econbiz.de/10012619248
Saved in:
4
Determining the number of breaks in large dimensional factor models with structural changes
Wang, Lu
;
Zhou, Ruichao
;
Wu, Jianhong
- In:
Economics letters
199
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012605871
Saved in:
5
Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
2009
Persistent link: https://www.econbiz.de/10003814581
Saved in:
6
Factor models for binary financial data
Perez, M. Fabricio
;
Shkilko, Andriy
;
Sokolov, Konstantin
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 177-188
Persistent link: https://www.econbiz.de/10011585551
Saved in:
7
Is there a missing factor? : a canonical correlation approach to factor models
Ahn, Seung Chan
;
Dieckmann, Stephan
;
Perez, M. Fabricio
- In:
Review of financial economics : RFE
36
(
2018
)
4
,
pp. 321-347
Persistent link: https://www.econbiz.de/10011948619
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8
Eigenvalue difference test for the number of common factors in the approximate factor models
Wu, Jianhong
- In:
Economics letters
169
(
2018
),
pp. 63-67
Persistent link: https://www.econbiz.de/10012019511
Saved in:
9
Detecting irrelevant variables in possible proxies for the latent factors in macroeconomics and finance
Wu, Jianhong
- In:
Economics letters
176
(
2019
),
pp. 60-63
Persistent link: https://www.econbiz.de/10012121231
Saved in:
10
Robust determination for the number of common factors in the approximate factor models
Wu, Jianhong
- In:
Economics letters
144
(
2016
),
pp. 102-106
Persistent link: https://www.econbiz.de/10011617226
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