Assessing multivariate predictors of financial market movements: A latent factor framework for ordinal data (Q1018618): Difference between revisions
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scientific article
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English | Assessing multivariate predictors of financial market movements: A latent factor framework for ordinal data |
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Assessing multivariate predictors of financial market movements: A latent factor framework for ordinal data (English)
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20 May 2009
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latent variable
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generalized linear model
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factor analysis
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multinomial logit
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forecasts
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LAMLE
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Laplace approximation
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