Pages that link to "Item:Q5080523"
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The following pages link to Factor Model Forecasts of Exchange Rates (Q5080523):
Displaying 14 items.
- Half-lives of currencies and aggregation bias (Q1663955) (← links)
- Confidence intervals in regressions with estimated factors and idiosyncratic components (Q1782308) (← links)
- Extreme canonical correlations and high-dimensional cointegration analysis (Q2323383) (← links)
- Functional time series approach to analyzing asset returns co-movements (Q2673199) (← links)
- ON THE SOURCES OF UNCERTAINTY IN EXCHANGE RATE PREDICTABILITY (Q4634439) (← links)
- Spectral distribution of the sample covariance of high-dimensional time series with unit roots (Q5037813) (← links)
- A cluster driven log-volatility factor model: a deepening on the source of the volatility clustering (Q5234327) (← links)
- Non-Linear Interactions and Exchange Rate Prediction: Empirical Evidence Using Support Vector Regression (Q5378531) (← links)
- Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components (Q5870780) (← links)
- Cointegration Rank Estimation for High-Dimensional Time Series With Breaks (Q6069863) (← links)
- Depth-weighted means of noisy data: an application to estimating the average effect in heterogeneous panels (Q6097546) (← links)
- Testing for Common Trends in Nonstationary Large Datasets (Q6620933) (← links)
- Large Spillover Networks of Nonstationary Systems (Q6626214) (← links)
- Markov-Switching Three-Pass Regression Filter (Q6626302) (← links)
