Elisa Ossola

University of Lugano

Via Giuseppe Buffi 13

Lugano, Ticino 6900

Switzerland

SCHOLARLY PAPERS

2

DOWNLOADS

621

SSRN CITATIONS

17

CROSSREF CITATIONS

6

Scholarly Papers (2)

1.

Time-Varying Risk Premium in Large Cross-Sectional Equity Datasets

Swiss Finance Institute Research Paper No. 11-40
Number of pages: 70 Posted: 18 Mar 2011 Last Revised: 17 Apr 2018
Patrick Gagliardini, Elisa Ossola and O. Scaillet
USI Università della Svizzera italiana, University of Lugano and University of Geneva GSEM and GFRI
Downloads 483 (58,383)
Citation 18

Abstract:

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large panel, factor model, risk premium, asset pricing, sparsity, thresholding.

2.

A Diagnostic Criterion for Approximate Factor Structure

Swiss Finance Institute Research Paper No. 16-51, Published in Journal of Econometrics
Number of pages: 85 Posted: 03 Aug 2016 Last Revised: 18 Sep 2019
Patrick Gagliardini, Elisa Ossola and O. Scaillet
USI Università della Svizzera italiana, University of Lugano and University of Geneva GSEM and GFRI
Downloads 138 (210,805)
Citation 9

Abstract:

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large panel, approximate factor model, asset pricing, model selection, interactive fixed effects