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An Introduction to Latent Variable Models / B. S. Everitt
| An Introduction to Latent Variable Models / B. S. Everitt |
| Autore | Everitt, Brian S. |
| Pubbl/distr/stampa | London, : Chapman & Hall, 1984 |
| Descrizione fisica | viii, 108 p. ; 24 cm |
| Soggetto topico |
62H12 - Estimation in multivariate analysis [MSC 2020]
62-XX - Statistics [MSC 2020] 62H05 - Characterization and structure theory for multivariate probability distributions; copulas [MSC 2020] 62H25 - Factor analysis and principal components; correspondence analysis [MSC 2020] 62H15 - Hypothesis testing in multivariate analysis [MSC 2020] 62P15 - Applications of statistics to psychology [MSC 2020] 62P25 - Applications of statistics to social sciences [MSC 2020] |
| Soggetto non controllato |
Factor analysis
Latent Variable Models Parameter latent variable |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0266248 |
Everitt, Brian S.
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| London, : Chapman & Hall, 1984 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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An Introduction to Latent Variable Models / B. S. Everitt
| An Introduction to Latent Variable Models / B. S. Everitt |
| Autore | Everitt, Brian S. |
| Pubbl/distr/stampa | London, : Chapman & Hall, 1984 |
| Descrizione fisica | viii, 108 p. ; 24 cm |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
62H05 - Characterization and structure theory for multivariate probability distributions; copulas [MSC 2020] 62H12 - Estimation in multivariate analysis [MSC 2020] 62H15 - Hypothesis testing in multivariate analysis [MSC 2020] 62H25 - Factor analysis and principal components; correspondence analysis [MSC 2020] 62P15 - Applications of statistics to psychology [MSC 2020] 62P25 - Applications of statistics to social sciences [MSC 2020] |
| Soggetto non controllato |
Factor analysis
Latent Variable Models Parameter latent variable |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00266248 |
|
Everitt, Brian S.
|
||
| London, : Chapman & Hall, 1984 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Frontiers of Asset Pricing
| Frontiers of Asset Pricing |
| Autore | Kolari James W |
| Pubbl/distr/stampa | Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 |
| Descrizione fisica | 1 online resource (228 p.) |
| Soggetto topico | Philosophy |
| Soggetto non controllato |
abnormal returns
announcements asset pricing at-the-money bias adjustments Bitcoin carry cost rate clustered event days commodity market conditional hedge ratio cross-sectional correlation cryptocurrencies cumulated ranks deep-out-of-the-money direction earnings economics efficient market hypothesis efficient portfolios event study expectation-maximization (EM) regression finance forecasting free-boundary problem GARCH-jump hedge ratio informed trading latent variable market factor market index market volume metals momentum multifactors net buying pressure options out-of-the-money outliers pairs trading Poisson model portfolio profitability pricing rank test return dispersion risk factors S&P 500 index spectral analysis standardized abnormal returns stochastic control survivor stocks term structure time-varying jumps trading strategies transaction costs transaction regions unit root volatility yield spread zero-beta CAPM |
| ISBN | 3-0365-5846-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910637778903321 |
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Kolari James W
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| Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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