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TRR 391
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Research
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Projects
A06
cs 23 (2), nbaf004. DOI: 10.1093/jjfinec/nbaf004 . Demetrescu M., Schmidt, F. , Taylor. A. M. R. (2026). Real-time monitoring for stock return predictability in nonstationary volatility environments. TRR [...] directionally? TRR 391 Working Paper #4. DOI: 10.17877/DE290R-25452 . Schmidt, F., Demetrescu, M. (2026). Fast factor extraction for mixed type financial data. TRR 391 Working Paper #11 . DOI: 10.17877 …