Elisa Ossola

Economics and Econometrics · 2016

A researcher in the Science corpus: 2 papers; trusts 38 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

Whom Elisa Ossola trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Jushan Bai
  2. Eugene F. Fama
  3. Sydney C. Ludvigson
  4. A. Onatski
  5. James H. Stock
  6. Donald W. K. Andrews
  7. Serena Ng
  8. Iain M. Johnstone
  9. Noureddine El Karoui
  10. George Kapetanios

Who trusts Elisa Ossola overall

  1. Shihao Gu

Papers from Elisa Ossola's perspective

Ordered by how strongly the researchers Elisa Ossola trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
  2. Determining the Number of Factors in Approximate Factor Models
  3. Inferential Theory for Factor Models of Large Dimensions
  4. Forecasting Using Principal Components From a Large Number of Predictors
  5. Eigenvalue Ratio Test for the Number of Factors
  6. Determining the Number of Factors from Empirical Distribution of Eigenvalues (Review of Economics and Statistics)
  7. Determining the Number of Factors in the General Dynamic Factor Model
  8. Common risk factors in the returns on stocks and bonds
  9. On the distribution of the largest eigenvalue in principal components analysis
  10. The other side of value: The gross profitability premium.

Their papers