The In Factor Model

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Dynamic Factor Models

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Author : Siem Jan Koopman
language : en
Publisher: Emerald Group Publishing
Release Date : 2016-01-08

Dynamic Factor Models written by Siem Jan Koopman and has been published by Emerald Group Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-01-08 with Business & Economics categories.

This volume explores dynamic factor model specification, asymptotic and finite-sample behavior of parameter estimators, identification, frequentist and Bayesian estimation of the corresponding state space models, and applications.

The Generalized Dynamic Factor Model

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Author :
language : en
Publisher:
Release Date : 1999

The Generalized Dynamic Factor Model written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999 with Econometric models categories.

Factor Models On Explaining Firm S Returns In A Credit Risk Context

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Author : Stefan Heini
language : en
Publisher: GRIN Verlag
Release Date : 2014-04-22

Factor Models On Explaining Firm S Returns In A Credit Risk Context written by Stefan Heini and has been published by GRIN Verlag this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-04-22 with Business & Economics categories.

Seminar paper from the year 2012 in the subject Business economics - Investment and Finance, grade: 1, University of Leicester (School of Management), language: English, abstract: Scientists use factor models to try to understand the relationship between risk and asset returns and to make estimations of the likely development of the returns in the future (Sharpe 2001, p.1). Today, two of the most renowned factor models to estimate expected returns of an asset or a firm are the Capital Asset Pricing Model (CAPM), introduced by Treynor (1962), Sharpe (1964), Lintner (1965) and Mossin (1966), and the three-factor model of Fama and French of 1992 (Bartholdy and Peare 2004, p.408). While the CAPM claims the existence of a positive linear relationship between the volatility/risk (market beta) and expected returns (Bali and Cakici 2004, p.57), Fama and French state that their three-factor model (3FM) has an improved performance in estimating returns as – so they claim – size and book-to-market equity have significant predictive power, too (Fama and French 1992, p.427).

A Practitioner S Guide To Factor Models

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Author : Edwin Burmeister
language : en
Publisher:
Release Date : 1994

A Practitioner S Guide To Factor Models written by Edwin Burmeister and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994 with categories.

Applications Of Kalman Filter Models In Econometrics

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Author : Mark Wayne Watson
language : en
Publisher:
Release Date : 1980

Applications Of Kalman Filter Models In Econometrics written by Mark Wayne Watson and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1980 with Kalman filtering categories.

Large Dimensional Factor Analysis

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Author : Jushan Bai
language : en
Publisher: Now Publishers Inc
Release Date : 2008

Large Dimensional Factor Analysis written by Jushan Bai and has been published by Now Publishers Inc this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with Business & Economics categories.

Large Dimensional Factor Analysis provides a survey of the main theoretical results for large dimensional factor models, emphasizing results that have implications for empirical work. The authors focus on the development of the static factor models and on the use of estimated factors in subsequent estimation and inference. Large Dimensional Factor Analysis discusses how to determine the number of factors, how to conduct inference when estimated factors are used in regressions, how to assess the adequacy pf observed variables as proxies for latent factors, how to exploit the estimated factors to test unit root tests and common trends, and how to estimate panel cointegration models.

The Oxford Handbook Of The Five Factor Model

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Author : Thomas A. Widiger
language : en
Publisher: Oxford University Press
Release Date : 2017-03-27

The Oxford Handbook Of The Five Factor Model written by Thomas A. Widiger and has been published by Oxford University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-03-27 with Psychology categories.

The Five Factor Model, which measures individual differences on extraversion, agreeableness, conscientiousness, emotional stability, and openness to experience, is arguably the most prominent dimensional model of general personality structure. In fact, there is now a considerable body of research supporting its construct validity and practical application in clinical, health, and organizational settings. Taking this research to the forefront, The Oxford Handbook of the Five Factor Model showcases the work of expert researchers in the field as they each offer important insight and perspective on all that is known about the Five Factor Model to date. By establishing the origins, foundation, and predominance of the Five Factor Model, this Handbook will focus on such areas as construct validity, diagnosis and assessment, personality neuroscience, and how the Five Factor Model operates in business and industry, animal personality, childhood temperament, and clinical utility.

Petroleum Accounting And Financial Management Journal

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Author :
language : en
Publisher:
Release Date : 1994

Petroleum Accounting And Financial Management Journal written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994 with Electronic journals categories.

Elements Of Practical Arithmetic

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Author : John P. Payson
language : en
Publisher:
Release Date : 1887

Elements Of Practical Arithmetic written by John P. Payson and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1887 with Arithmetic categories.

Examining Relationships In Sport Contexts

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Author : Nicole Marie LaVoi
language : en
Publisher:
Release Date : 2002

Examining Relationships In Sport Contexts written by Nicole Marie LaVoi and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002 with categories.