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Optimal portfolio diversification via independent component analysis
Lassance, Nathan; DeMiguel, Victor; Vrins, Frédéric - In: Operations research 70 (2022) 1, pp. 55-72
Persistent link: https://www.econbiz.de/10012820639
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Yield curve dynamics: Regional common factor model
Šopov, Boril; Seidler, Jakub - 2010
In this paper, we focus on thorough yield curve modelling. We build on extended classical Nelson-Siegel model, which we further develop to accommodate unobserved regional common factors. We centre our discussion on Central European currencies' yield curves: CZK, HUF, PLN and SKK. We propose a...
Persistent link: https://www.econbiz.de/10010322282
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Identification of common factors in panel data growth model
Deniz, Pinar; Stengos, Thanasēs; Yazgan, Mustafa Ege - In: Economics letters 168 (2018), pp. 94-97
Persistent link: https://www.econbiz.de/10012016745
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Forecasting inflation in Tunisia during instability using dynamic factors model : a two-step based procedure based on Kalman filter
Ammouri, Bilel; Toumi, Hassen; Issaoui, Fakhri; … - In: International journal of computational economics and … 9 (2019) 1/2, pp. 49-83
Persistent link: https://www.econbiz.de/10012021571
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Improving forecast accuracy of financial vulnerability : PLS factor model approach
Kim, Hyeongwoo; Ko, Kyunghwan - 2017
Persistent link: https://www.econbiz.de/10011703208
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A comparative analysis of factor analysis model for pinpointing agile developers
Khatri, Alok; Garg, Dixit; Dangayach, G. S. - In: International journal of agile systems and management : … 12 (2019) 2, pp. 91-107
Persistent link: https://www.econbiz.de/10012106728
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Simultaneous multiple change-point and factor analysis for high-dimensional time series
Barigozzi, Matteo; Cho, Haeran; Fryzlewicz, Piotr - In: Journal of econometrics 206 (2018) 1, pp. 187-225
Persistent link: https://www.econbiz.de/10012110376
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Investigating sustainability parameters of administrative buildings in Saudi Arabia
Al-Gahtani, Khalid; Alsulaihi, Ibrahim; El-Hawary, Mostafa - In: Technological forecasting & social change : an … 105 (2016), pp. 41-48
Persistent link: https://www.econbiz.de/10011609736
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The use of multivariate techniques for the unemployment analysis
Bugudui, Elena - In: Academic journal of economic studies 2 (2016) 2, pp. 134-146
Persistent link: https://www.econbiz.de/10011568200
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Factors prompting impulse buying behaviour : study among shoppers in India
Prashar, Sanjeev; Parsad, Chandan; Sai Vijay, T. - In: International journal of Indian culture and business … 11 (2015) 2, pp. 219-244
Persistent link: https://www.econbiz.de/10011588593