Author:
Andreou E.,Gagliardini P.,Ghysels E.,Rubin M.
Reference41 articles.
1. Inference in group factor models with an application to mixed-frequency data;Andreou;Econometrica,2019
2. Inference in grouped factor models with an application to mixed frequency data;Andreou,2019
3. Mixed–frequency macro–finance factor models: Theory and applications;Andreou;J. Financ. Econom.,2020
4. The cross-section of volatility and expected returns;Ang;J. Finance,2006
5. Inferential theory for factor models of large dimensions;Bai;Econometrica,2003