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Gospodinov, N.
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Gospodinov, N.
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1
Multivariate Return Decomposition: Theory and Implications
by
Anatolyev, S.
,
Gospodinov
,
N
.
Published 2019
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2
Too good to be true? Fallacies in evaluating risk factor models
by
Gospodinov
,
N
.
,
Kan, R.
,
Robotti, C.
Published 2019
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Goodness of fit
Maximum likelihood
Model misspecification
Rank test
Spurious risk factors
Unidentified models
dependence
multiplicative components
multivariate decomposition
volatility and direction models
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