Works matching IS 14798409 AND DT 2025 AND VI 23 AND IP 1
Results: 13
Heterogeneity in Household Inflation Expectations and Monetary Policy.
- Published in:
- Journal of Financial Econometrics, 2025, v. 23, n. 1, p. 1, doi. 10.1093/jjfinec/nbae034
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- Article
An Information-Theoretic Asset Pricing Model.
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- Journal of Financial Econometrics, 2025, v. 23, n. 1, p. 1, doi. 10.1093/jjfinec/nbae033
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- Article
Macroeconomic Drivers of Inflation Expectations and Inflation Risk Premia.
- Published in:
- Journal of Financial Econometrics, 2025, v. 23, n. 1, p. 1, doi. 10.1093/jjfinec/nbae032
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- Article
A Sparse Approximate Factor Model for High-Dimensional Covariance Matrix Estimation and Portfolio Selection.
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- Journal of Financial Econometrics, 2025, v. 23, n. 1, p. 1, doi. 10.1093/jjfinec/nbae017
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- Article
When MIDAS Meets LASSO: The Power of Low-Frequency Variables in Forecasting Value-at-Risk and Expected Shortfall.
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- Journal of Financial Econometrics, 2025, v. 23, n. 1, p. 1, doi. 10.1093/jjfinec/nbae016
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- Article
Comment on: Eigenvalue Tests for the Number of Latent Factors in Short Panels.
- Published in:
- Journal of Financial Econometrics, 2025, v. 23, n. 1, p. 1, doi. 10.1093/jjfinec/nbad028
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- Article
SGMM: Stochastic Approximation to Generalized Method of Moments*.
- Published in:
- Journal of Financial Econometrics, 2025, v. 23, n. 1, p. 1, doi. 10.1093/jjfinec/nbad027
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- Article
Comment on: Eigenvalue Tests for the Number of Latent Factors in Short Panels*.
- Published in:
- Journal of Financial Econometrics, 2025, v. 23, n. 1, p. 1, doi. 10.1093/jjfinec/nbad026
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- Publication type:
- Article
Eigenvalue Tests for the Number of Latent Factors in Short Panels*.
- Published in:
- Journal of Financial Econometrics, 2025, v. 23, n. 1, p. 1, doi. 10.1093/jjfinec/nbad024
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- Article
Correction to: A New Test on Asset Return Predictability with Structural Breaks.
- Published in:
- 2025
- Publication type:
- Correction Notice
Correction to: Score-driven modeling with jumps: An application to S&P500 returns and options.
- Published in:
- 2025
- Publication type:
- Correction Notice
Correction to: A Machine Learning Approach to Volatility Forecasting.
- Published in:
- 2025
- Publication type:
- Correction Notice
Correction to: Bayesian Inference of Multivariate Regression Models with Endogenous Markov Regime-Switching Parameters.
- Published in:
- 2025
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- Publication type:
- Correction Notice