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Results for Factor model

Publications & Outputs

  1. 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 journalJournal articlepeer-review

  2. 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 journalJournal articlepeer-review