Linear Factor Models and the Estimation of Expected Returns
Cisil Sarisoy Linke (Federal Reserve Bank, United States)
- Seminars Econometric Institute
Cisil Sarisoy Linke (Federal Reserve Bank, United States)
Luis Candelaria (University of Warwick. United Kingdom)
Monica Billio (Università Ca' Foscari Venezia, Italy)
Germain van Bever (University of Namur, Belgium)
Florian Gunsilius (MIT, United States)
Patrik Guggenberger (Penn State University, United States)
Wolfgang Härdle (Humbolt Universtät zu Berlin, Germany)
Matteo Barigozzi (London School of Economics, United Kingdom)
Gary Koop (University of Strathclyde, United Kingdom)
Laura Liu (Indiana University Bloomington, United States)
Stefan van Aelst (KU Leuven, Belgium)
Dennis Kristensen (University College London, United Kingdom)
Dumitrescu Elena Ivona (Université Paris Nanterre, France)
James Hamilton (University of California San Diego, United States)
Amos Golan (American University, United States)
Andreas Dzemski (Gothenburg University, Denmark)
Remy Spliet (Erasmus University Rotterdam)
Chris Muris (Bristol University, United Kingdom)
Helmut Lütkepohl (Deutsches Institut für Wirtschaftsforschung)
Gregor Kastner (Vienna University of Economics and Business, Austria)