{"id":"https://openalex.org/W2781280067","doi":"https://doi.org/10.1007/s00180-019-00883-1","title":"Dynamic semi-parametric factor model for functional expectiles","display_name":"Dynamic semi-parametric factor model for functional expectiles","publication_year":2019,"publication_date":"2019-04-03","ids":{"openalex":"https://openalex.org/W2781280067","doi":"https://doi.org/10.1007/s00180-019-00883-1","mag":"2781280067"},"language":"en","primary_location":{"id":"doi:10.1007/s00180-019-00883-1","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00180-019-00883-1","pdf_url":null,"source":{"id":"https://openalex.org/S8500805","display_name":"Computational Statistics","issn_l":"0943-4062","issn":["0943-4062","1613-9658"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Computational Statistics","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5077777260","display_name":"Petra Burdejov\u00e1","orcid":"https://orcid.org/0000-0002-4515-4519"},"institutions":[{"id":"https://openalex.org/I39343248","display_name":"Humboldt-Universit\u00e4t zu Berlin","ror":"https://ror.org/01hcx6992","country_code":"DE","type":"education","lineage":["https://openalex.org/I39343248"]}],"countries":["DE"],"is_corresponding":true,"raw_author_name":"Petra Burdejov\u00e1","raw_affiliation_strings":["Humboldt-Universit\u00e4t zu Berlin, Berlin, Germany"],"raw_orcid":"https://orcid.org/0000-0002-4515-4519","affiliations":[{"raw_affiliation_string":"Humboldt-Universit\u00e4t zu Berlin, Berlin, Germany","institution_ids":["https://openalex.org/I39343248"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5053742635","display_name":"Wolfgang Karl H\u00e4rdle","orcid":"https://orcid.org/0000-0001-5600-3014"},"institutions":[{"id":"https://openalex.org/I39343248","display_name":"Humboldt-Universit\u00e4t zu Berlin","ror":"https://ror.org/01hcx6992","country_code":"DE","type":"education","lineage":["https://openalex.org/I39343248"]},{"id":"https://openalex.org/I79891267","display_name":"Singapore Management University","ror":"https://ror.org/050qmg959","country_code":"SG","type":"education","lineage":["https://openalex.org/I79891267"]}],"countries":["DE","SG"],"is_corresponding":false,"raw_author_name":"Wolfgang K. H\u00e4rdle","raw_affiliation_strings":["Humboldt-Universit\u00e4t zu Berlin, Berlin, Germany","Sim Kee Boon Institute for Financial Economics, Singapore Management University, Singapore, Singapore"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Humboldt-Universit\u00e4t zu Berlin, Berlin, Germany","institution_ids":["https://openalex.org/I39343248"]},{"raw_affiliation_string":"Sim Kee Boon Institute for Financial Economics, Singapore Management University, Singapore, Singapore","institution_ids":["https://openalex.org/I79891267"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5077777260"],"corresponding_institution_ids":["https://openalex.org/I39343248"],"apc_list":{"value":2490,"currency":"EUR","value_usd":3090},"apc_paid":null,"fwci":2.0129,"has_fulltext":false,"cited_by_count":9,"citation_normalized_percentile":{"value":0.86499826,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":97},"biblio":{"volume":"34","issue":"2","first_page":"489","last_page":"502"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9977999925613403,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9977999925613403,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9944999814033508,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.9822999835014343,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/dynamic-factor","display_name":"Dynamic factor","score":0.7139307260513306},{"id":"https://openalex.org/keywords/factor-analysis","display_name":"Factor analysis","score":0.6065407991409302},{"id":"https://openalex.org/keywords/representation","display_name":"Representation (politics)","score":0.6006930470466614},{"id":"https://openalex.org/keywords/parametric-statistics","display_name":"Parametric statistics","score":0.5642459392547607},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.5302407741546631},{"id":"https://openalex.org/keywords/lasso","display_name":"Lasso (programming language)","score":0.487970769405365},{"id":"https://openalex.org/keywords/semiparametric-model","display_name":"Semiparametric model","score":0.4511902332305908},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.44451814889907837},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.4257703125476837},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.3712632656097412},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.2876710891723633}],"concepts":[{"id":"https://openalex.org/C155702961","wikidata":"https://www.wikidata.org/wiki/Q5318975","display_name":"Dynamic factor","level":2,"score":0.7139307260513306},{"id":"https://openalex.org/C10879293","wikidata":"https://www.wikidata.org/wiki/Q726474","display_name":"Factor analysis","level":2,"score":0.6065407991409302},{"id":"https://openalex.org/C2776359362","wikidata":"https://www.wikidata.org/wiki/Q2145286","display_name":"Representation (politics)","level":3,"score":0.6006930470466614},{"id":"https://openalex.org/C117251300","wikidata":"https://www.wikidata.org/wiki/Q1849855","display_name":"Parametric statistics","level":2,"score":0.5642459392547607},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5302407741546631},{"id":"https://openalex.org/C37616216","wikidata":"https://www.wikidata.org/wiki/Q3218363","display_name":"Lasso (programming language)","level":2,"score":0.487970769405365},{"id":"https://openalex.org/C78297888","wikidata":"https://www.wikidata.org/wiki/Q7449607","display_name":"Semiparametric model","level":3,"score":0.4511902332305908},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.44451814889907837},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4257703125476837},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.3712632656097412},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.2876710891723633},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0},{"id":"https://openalex.org/C94625758","wikidata":"https://www.wikidata.org/wiki/Q7163","display_name":"Politics","level":2,"score":0.0},{"id":"https://openalex.org/C136764020","wikidata":"https://www.wikidata.org/wiki/Q466","display_name":"World Wide Web","level":1,"score":0.0},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s00180-019-00883-1","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00180-019-00883-1","pdf_url":null,"source":{"id":"https://openalex.org/S8500805","display_name":"Computational Statistics","issn_l":"0943-4062","issn":["0943-4062","1613-9658"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Computational Statistics","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:compst:v:34:y:2019:i:2:d:10.1007_s00180-019-00883-1","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s00180-019-00883-1","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Climate action","id":"https://metadata.un.org/sdg/13","score":0.8600000143051147}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":34,"referenced_works":["https://openalex.org/W77473095","https://openalex.org/W621923488","https://openalex.org/W1869297699","https://openalex.org/W1969498530","https://openalex.org/W1984044148","https://openalex.org/W2007578240","https://openalex.org/W2008367927","https://openalex.org/W2042590947","https://openalex.org/W2044551864","https://openalex.org/W2045799520","https://openalex.org/W2066888021","https://openalex.org/W2077252204","https://openalex.org/W2077964948","https://openalex.org/W2099053280","https://openalex.org/W2099577628","https://openalex.org/W2120539875","https://openalex.org/W2133904844","https://openalex.org/W2153435513","https://openalex.org/W2160062459","https://openalex.org/W2168500551","https://openalex.org/W2331199375","https://openalex.org/W2793676050","https://openalex.org/W3021971632","https://openalex.org/W3099490661","https://openalex.org/W3100943941","https://openalex.org/W3122365562","https://openalex.org/W3122749756","https://openalex.org/W3123196811","https://openalex.org/W3124590562","https://openalex.org/W3126130080","https://openalex.org/W4237576003","https://openalex.org/W4242618027","https://openalex.org/W4253100722","https://openalex.org/W4292156489"],"related_works":["https://openalex.org/W3123219359","https://openalex.org/W1523105382","https://openalex.org/W3124503859","https://openalex.org/W2142896437","https://openalex.org/W1592797563","https://openalex.org/W1995675544","https://openalex.org/W3125209858","https://openalex.org/W2946640737","https://openalex.org/W2152481464","https://openalex.org/W3146396974"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":1},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":3},{"year":2019,"cited_by_count":3}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}