The following pages link to Markus Pelger (Q1739629):
Displaying 8 items.
- Large-dimensional factor modeling based on high-frequency observations (Q1739630) (← links)
- Estimating latent asset-pricing factors (Q2190237) (← links)
- Large dimensional latent factor modeling with missing observations and applications to causal inference (Q2688665) (← links)
- On the existence of sure profits via flash strategies (Q5226247) (← links)
- Discussion of “Text Selection” by Bryan Kelly, Asaf Manela, and Alan Moreira (Q6617807) (← links)
- State-Varying Factor Models of Large Dimensions (Q6620950) (← links)
- Interpretable Sparse Proximate Factors for Large Dimensions (Q6620981) (← links)
- Target PCA: transfer learning large dimensional panel data (Q6664641) (← links)
