Pages that link to "Item:Q5208562"
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The following pages link to Jump factor models in large cross‐sections (Q5208562):
Displayed 4 items.
- Uniform predictive inference for factor models with instrumental and idiosyncratic betas (Q6090585) (← links)
- Discrepancy Between Global and Local Principal Component Analysis on Large-Panel High-Frequency Data (Q6110022) (← links)
- Stock co-jump networks (Q6150522) (← links)
- Persistence of jump-induced tail risk and limits to arbitrage (Q6158431) (← links)