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Aleksey Min
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Aleksey Min
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Aleksey Min
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1
Estimation of FAVAR Models for Incomplete Data with a Kalman Filter for Factors with Observable Components
by
Franz Ramsauer
,
Aleksey
Min
,
Michael Lingauer
Published 2019-07-01
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Article
2
Modeling Recovery Rates of Small- and Medium-Sized Entities in the US
by
Aleksey
Min
,
Matthias Scherer
,
Amelie Schischke
,
Rudi Zagst
Published 2020-10-01
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Article
3
Quantifying Drivers of Forecasted Returns Using Approximate Dynamic Factor Models for Mixed-Frequency Panel Data
by
Monica Defend
,
Aleksey
Min
,
Lorenzo Portelli
,
Franz Ramsauer
,
Francesco Sandrini
,
Rudi Zagst
Published 2021-02-01
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Article
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