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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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Chapter 3. Estimation of large dimensional conditional factor models in finance
Gagliardini, Patrick; Ossola, Elisa; Scaillet, Olivier - In: Handbook of econometrics : Volume 7A, (pp. 219-282). 2020
This chapter surveys recent econometric methodologies for inference in large dimensional conditional factor models in finance. Changes in the business cycle and asset characteristics induce time variation in factor loadings and risk premia to be accounted for. The growing trend in the use of...
Persistent link: https://www.econbiz.de/10014024924
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Inflation prediction in emerging economies : machine learning and FX reserves integration for enhanced forecasting
Mirza, Nawazish; Rizvi, Kumail Abbas; Naqvi, Bushra; … - In: International review of financial analysis 94 (2024), pp. 1-11
Persistent link: https://www.econbiz.de/10014543932
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The future of logistics in emerging markets : fuzzy clustering scenarios grounded in institutional and factor-market rivalry theory
Hirschinger, Micha; Spickermann, Alexander; Hartmann, Evi; … - In: The journal of supply chain management : a global … 51 (2015) 4, pp. 73-93
Persistent link: https://www.econbiz.de/10011389161
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In-sample forecasting applied to reserving and mesothelioma mortality
Mammen, Enno; Martínez Miranda, María Dolores; … - In: Insurance / Mathematics & economics 61 (2015), pp. 76-86
Persistent link: https://www.econbiz.de/10010515924
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The future of logistics in emerging markets : fuzzy clustering scenarios grounded in institutional and factor-market rivalry theory
Hirschinger, Micha; Spickermann, Alexander; Hartmann, Evi; … - In: Essays on supply chain management in emerging markets, (pp. 9-42). 2016
Persistent link: https://www.econbiz.de/10011391618
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In-sample and out-of-sample properties of international stock return dynamics conditional on equilibrium pricing factors
Herwartz, Helmut; Morales-Arias, Leonardo - In: The European journal of finance 15 (2009) 1/2, pp. 1-28
Persistent link: https://www.econbiz.de/10003827004
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Temporal disaggregation of short time series with structural breaks : estimating quarterly data from yearly emerging economies data
Trinh, Jérôme - 2019 - Version: June 27, 2019
Persistent link: https://www.econbiz.de/10012237457
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Dynamic linear models for heterogeneous panels
Pesaran, M. Hashem; Smith, Ron; Im, KyungSo - 1995
Persistent link: https://www.econbiz.de/10000147764
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Modellierung von mehrjährigen Kreditausfallrisiken
Jobst, Rainer - 2008
Persistent link: https://www.econbiz.de/10003635736