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Results for Factor model
Publications & Outputs
Forecasting stock returns with large dimensional factor models
Giovannelli, A.
,
Massacci, D.
&
Soccorsi, S.
,
30/09/2021
,
In:
Journal of Empirical Finance.
63
,
p. 252-269
18 p.
Research output
:
Contribution to Journal/Magazine
›
Journal article
›
peer-review
Explanatory factors and causality in the dynamics of volatility surfaces implied from OTC Asian–Pacific currency options
Chalamandaris, G.
&
Tsekrekos, A.
,
03/2013
,
In:
Computational Economics.
41
,
3
,
p. 327-358
42 p.
Research output
:
Contribution to Journal/Magazine
›
Journal article
›
peer-review