Factor Models and Financial Econometrics I

ESEM
Presenter(s) Type Length Chair Room Number Add to calendar
Alberto Quaini So Jin Lee Yookyung Julia Koh Contributed Sessions 27/08 11:00 CEST
90
mins
Yookyung Julia Koh
Zaal Melbourne (M2-09)
Add to Calendar 2024-08-27 11:00:00 2024-10-04 01:55:06 EEA-ESEM 2024: Factor Models and Financial Econometrics I. Room: Zaal Melbourne (M2-09) EEA-ESEM 2024 congress@eeassoc.org Europe/Rome public
Presenter(s) Alberto Quaini So Jin Lee Yookyung Julia Koh
TypeContributed Sessions
Date 27/08
Time11:00 CEST
Length
90
mins
Chair
Yookyung Julia Koh
Room Number
Zaal Melbourne (M2-09)
Add to calendar
Add to Calendar 2024-08-27 11:00:00 2024-10-04 01:55:06 EEA-ESEM 2024: Factor Models and Financial Econometrics I. Room: Zaal Melbourne (M2-09) EEA-ESEM 2024 congress@eeassoc.org Europe/Rome public

Papers

(Listed in order of presenters above)

Tradable Factor Risk Premia and Oracle Tests of Asset Pricing Models

Systemic Influence in Systematic Break: Granular Time Series Detection

Bootstrap inference for group factor models

Presentations

Tradable Factor Risk Premia and Oracle Tests of Asset Pricing Models

View

Systemic Influence in Systematic Break: Granular Time Series Detection

Bootstrap inference for group factor models