Zobrazeno 1 - 10
of 50
pro vyhledávání: '"Linear factor models"'
Autor:
O'Connell, Michael
Publikováno v:
Journal of Economic Studies, 2022, Vol. 50, Issue 6, pp. 1245-1259.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/JES-05-2022-0261
Autor:
Radić, Uršula
Ovaj rad sadržava kratki osvrt na modele latentnih faktora i njihovu primjenu u financijama. Objašnjeni su matematički temelji za linearne faktorske modele, kao i povijest uporabe faktorskih modela u financijama. Nadalje, pojašnjena je metoda ana
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______4131::3dd9a88009e63ff34474dc175e28e135
https://repozitorij.fer.unizg.hr/islandora/object/fer:9572/datastream/PDF
https://repozitorij.fer.unizg.hr/islandora/object/fer:9572/datastream/PDF
Autor:
Balduzzi, Pierluigi, Robotti, Cesare
Publikováno v:
Journal of Business & Economic Statistics, 2008 Jul 01. 26(3), 354-368.
Externí odkaz:
https://www.jstor.org/stable/27638994
Autor:
Fletcher, Jonathan, author
Publikováno v:
Mutual Funds and Exchange-Traded Funds : Building Blocks to Wealth, 2015.
Externí odkaz:
https://doi.org/10.1093/acprof:oso/9780190207434.003.0020
Autor:
Valero-Fernandez, Rafael
The effect of the Third European Road Safety Action Program (3ERSAP) is studied here, not only with respect to when it started to work but also regarding what would have happened if it had not been implemented. This is a novel as- sessment of the 3ER
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::631bc6cc43d6a604076e12feae6542cb
Autor:
Rafael Valero
Publikováno v:
RUA. Repositorio Institucional de la Universidad de Alicante
Universidad de Alicante (UA)
Universidad de Alicante (UA)
This thesis is split into three chapters: chapter 1 is about the efficient implementation of the Smolyak Method; chapter 2 proposes alternatives ways to synthetic series with Statistical Learning to assess policies, with two cases of unemployment; an
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5ceee4261fae121c51ff75cec4dfdbda
Autor:
Valero, Rafael
Compuesta por tres capítulos: El primero es un estudio sobre la implementación the Sparse Grid métodos para es el estudio de modelos económicos con muchas dimensiones. Llevado a cabo mediante aplicaciones noveles del método de Smolyak con el obj
Externí odkaz:
http://hdl.handle.net/10045/71368
Autor:
Gonzalo Rubio, Ana González-Urteaga
Publikováno v:
Academica-e. Repositorio Institucional de la Universidad Pública de Navarra
instname
Academica-e: Repositorio Institucional de la Universidad Pública de Navarra
Universidad Pública de Navarra
instname
Academica-e: Repositorio Institucional de la Universidad Pública de Navarra
Universidad Pública de Navarra
This paper analyzes the determinants of the simultaneous cross-sectional variation of return and volatility risk premia. Independently of the model specification employed, the estimated risk premium associated with the default premium beta is always
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e77eb764227d4ff47d2da572e29b8b34
https://hdl.handle.net/2454/34755
https://hdl.handle.net/2454/34755
Autor:
Ana González-Urteaga, Gonzalo Rubio
Publikováno v:
Academica-e. Repositorio Institucional de la Universidad Pública de Navarra
instname
Academica-e: Repositorio Institucional de la Universidad Pública de Navarra
Universidad Pública de Navarra
instname
Academica-e: Repositorio Institucional de la Universidad Pública de Navarra
Universidad Pública de Navarra
This paper analyzes the determinants of the cross-sectional variation of the average volatility risk premia for a representative set of portfolios sorted by volatility risk premium beta. The market volatility risk premium and, especially, the default
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::54744337e46fff9099c127367f2c2df3
https://hdl.handle.net/2454/34753
https://hdl.handle.net/2454/34753