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Contribution Details

Type Journal Article
Scope Discipline-based scholarship
Title Subsampled Factor Models for Asset Pricing: The Rise of Vasa
Organization Unit
Authors
  • Gianluca De Nard
  • Simon Hediger
  • Markus Leippold
Item Subtype Original Work
Refereed Yes
Status Published in final form
Language
  • English
Journal Title Journal of Forecasting
Publisher Wiley-Blackwell Publishing, Inc.
Geographical Reach international
ISSN 0277-6693
Volume 41
Number 6
Page Range 1217 - 1247
Date 2022
Free access at DOI
Official URL https://doi.org/10.1002/for.2859
Related URLs
Digital Object Identifier 10.1002/for.2859
Other Identification Number merlin-id:22386
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