Cover Image

Fundamental properties of linear factor models

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Filipovic, Damir, Schneider, Paul
Format:	Preprint
Published:	2024
Subjects:	Statistical Finance Applications 62P20
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Financial resilience of agricultural and food production companies in Spain: A compositional cluster analysis of the impact of the Ukraine-Russia war (2021-2023)
by: Hernandez-Romero, Mike, et al.
Published: (2025)

Sparse Portfolio selection via Bayesian Multiple testing
by: Das, Sourish, et al.
Published: (2017)

Joint Estimation of Conditional Mean and Covariance for Unbalanced Panels
by: Filipovic, Damir, et al.
Published: (2024)

Switching between states and the COVID-19 turbulence
by: Aarab, Ilias
Published: (2025)

Adapting Altman's bankruptcy prediction model to the compositional data methodology
by: Keivani, Fatemeh, et al.
Published: (2026)

The Aligned Economic Index & The State Switching Model
by: Aarab, Ilias
Published: (2025)

The use of financial and sustainability ratios to map a sector. An approach using compositional data
by: Rondós-Casas, Elena, et al.
Published: (2025)

Range-Based Volatility Estimators for Monitoring Market Stress: Evidence from Local Food Price Data
by: Andrée, Bo Pieter Johannes
Published: (2026)

Same Returns, Different Risks: How Cryptocurrency Markets Process Infrastructure vs Regulatory Shocks
by: Farzulla, Murad
Published: (2026)

How to verify that a given process is a Lévy-Driven Ornstein-Uhlenbeck Process
by: Abdelrazeq, Ibrahim, et al.
Published: (2025)

New financial ratios based on the compositional data methodology
by: Linares-Mustarós, Salvador, et al.
Published: (2022)

Global Persistence, Local Residual Structure: Forecasting Heterogeneous Investment Panels
by: Roshka, Oleg
Published: (2026)

An `Inverse' Experimental Framework to Estimate Market Efficiency
by: Asikis, Thomas, et al.
Published: (2026)

Quantifying the Causal Effect of Financial Literacy Courses on Financial Health
by: Frees, Daniel, et al.
Published: (2024)

Chinese vs. World Bank Development Projects: Insights from Earth Observation and Computer Vision on Wealth Gains in Africa, 2002-2013
by: Daoud, Adel, et al.
Published: (2025)

Decomposing Crowd Wisdom: Domain-Specific Calibration Dynamics in Prediction Markets
by: Le, Nam Anh
Published: (2026)

Green Finance and Carbon Emissions: A Nonlinear and Interaction Analysis Using Bayesian Additive Regression Trees
by: Zhu, Mengxiang, et al.
Published: (2025)

Probabilistic Scenario-Based Assessment of National Food Security Risks with Application to Egypt and Ethiopia
by: Koundouri, Phoebe, et al.
Published: (2023)

Identification and estimation of structural vector autoregressive models via LU decomposition
by: Shimokawa, Masato, et al.
Published: (2025)

Asymptotic Theory for Graphical SLOPE: Precision Estimation and Pattern Convergence
by: Hejný, Ivan, et al.
Published: (2026)

Statistical inference for rough volatility: Central limit theorems
by: Chong, Carsten, et al.
Published: (2022)

A Regression-Based Share Market Prediction Model for Bangladesh
by: Fabiha, Syeda Tasnim, et al.
Published: (2025)

Bridging Human Cognition and AI: A Framework for Explainable Decision-Making Systems
by: Jean, N., et al.
Published: (2025)

A Statistical Framework for Model Selection in LSTM Networks
by: Mostafa, Fahad
Published: (2025)

International Financial Markets Through 150 Years: Evaluating Stylized Facts
by: Safari, Sara A., et al.
Published: (2025)

Using iterated local alignment to aggregate trajectory data into a traffic flow map
by: Duong, Tarn
Published: (2024)

Neutrosophic Birnbaum-Saunders distribution with applications
by: Razmkhah, Mansooreh, et al.
Published: (2024)

Asymptotic Expansions for High-Frequency Option Data
by: Chong, Carsten H., et al.
Published: (2023)

Spurious Predictability in Financial Machine Learning
by: Nikolopoulos, Sotirios D.
Published: (2026)

Income, education, and other poverty-related variables: a journey through Bayesian hierarchical models
by: Gómez-Méndez, Irving, et al.
Published: (2023)

Penalized Sparse Covariance Regression with High Dimensional Covariates
by: Gao, Yuan, et al.
Published: (2024)

Club coefficients in the UEFA Champions League: Time for shift to an Elo-based formula
by: Csató, László
Published: (2023)

A sensitivity analysis for non-inferiority studies with non-randomised data
by: Kabata, Daijiro, et al.
Published: (2025)

Loss Functions for Detecting Outliers in Panel Data
by: Coleman, Charles D., et al.
Published: (2025)

Mortality Prediction using Survival Energy Models with Functional Data Analysis
by: Mitsuta, Daiki, et al.
Published: (2024)

Regularised Canonical Correlation Analysis: graphical lasso, biplots and beyond
by: Wells, Lennie, et al.
Published: (2024)

The impact of job stability on monetary poverty in Italy: causal small area estimation
by: Reluga, Katarzyna, et al.
Published: (2025)

Evaluation of the linear mixing model in fluorescence spectroscopy
by: Hoff, Peter, et al.
Published: (2024)

One citation, one vote! A new approach for analysing check-all-that-apply (CATA) data, using L1 norm methods
by: Chaya, Carolina, et al.
Published: (2025)

Model Monitoring: A General Framework with an Application to Non-life Insurance Pricing
by: Brauer, Alexej, et al.
Published: (2025)