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Confidence intervals in regressions with estimated factors and idiosyncratic components
Fosten, Jack - In: Economics letters 157 (2017), pp. 71-74
Persistent link: https://www.econbiz.de/10011847312
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Beyond rocket science : a factor model for convertible bond returns
Li, Zhiyong; Wang, Haixu; Yu, Mei - In: Economics letters 233 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014505094
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Testing factors in CCE
Brown, Nicholas; Westerlund, Joakim - In: Economics letters 230 (2023), pp. 1-3
Persistent link: https://www.econbiz.de/10014460359
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Did financial factors matter during the Great Recession?
Paccagnini, Alessia - In: Economics letters 174 (2019), pp. 26-30
Persistent link: https://www.econbiz.de/10012121004
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Forecasting inflation rates with multi-level international dependence
Ergemen, Yunus Emre - In: Economics letters 214 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10013448147
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Forecasting large covariance matrix with high-frequency data using factor approach for the correlation matrix
Dong, Yingjie; Tse, Yiu Kuen - In: Economics letters 195 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012509995
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Robust thresholding for Diffusion Index forecast
Le, Vu; Wang, Qing - In: Economics letters 125 (2014) 1, pp. 52-56
Persistent link: https://www.econbiz.de/10010504772
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A new test of asset return predictability with an unstable predictor
Chang, Seong Yeon - In: Economics letters 196 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012510680
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Linear time-varying regression with Copula-DCC-GARCH models for volatility
Kim, Jong-Min; Jung, Hojin - In: Economics letters 145 (2016), pp. 262-265
Persistent link: https://www.econbiz.de/10011618857
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Time-varying predictability of the long horizon equity premium based on semiparametric regressions
Yu, Deshui; Li, Chen; Li, Luyang - In: Economics letters 224 (2023), pp. 1-6
Persistent link: https://www.econbiz.de/10014307887