Pages that link to "Item:Q5208562"
From MaRDI portal
The following pages link to Jump factor models in large cross‐sections (Q5208562):
Displaying 7 items.
- Mixed-scale jump regressions with bootstrap inference (Q1676389) (← links)
- Large-dimensional factor modeling based on high-frequency observations (Q1739630) (← links)
- High-frequency factor models and regressions (Q2305976) (← links)
- A PRICING OPERATOR‐BASED TESTING FOUNDATION FOR A CLASS OF FACTOR PRICING MODELS (Q4372029) (← links)
- Uniform predictive inference for factor models with instrumental and idiosyncratic betas (Q6090585) (← links)
- Stock co-jump networks (Q6150522) (← links)
- Persistence of jump-induced tail risk and limits to arbitrage (Q6158431) (← links)