Pages that link to "Item:Q2658786"
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The following pages link to Augmented factor models with applications to validating market risk factors and forecasting bond risk premia (Q2658786):
Displaying 8 items.
- Editorial for the special issue on financial econometrics in the age of the digital economy (Q2658785) (← links)
- Max-linear regression models with regularization (Q2658805) (← links)
- (Q4998879) (← links)
- Bond Risk Premia Forecasting: A Simple Approach for Extracting Macroeconomic Information from a Panel of Indicators (Q5864355) (← links)
- Parametric estimation of long memory in factor models (Q6108311) (← links)
- Inferential theory for generalized dynamic factor models (Q6150524) (← links)
- Power enhancement for testing multi-factor asset pricing models via Fisher's method (Q6150526) (← links)
- Factor-adjusted tests for generalized linear models with multimodal data: an application to breast cancer data (Q6668586) (← links)
