Assessing multivariate predictors of financial market movements: A latent factor framework for ordinal data (Q1018618): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Changed an Item
Property / describes a project that uses
 
Property / describes a project that uses: GLLAMM / rank
 
Normal rank

Revision as of 04:15, 29 February 2024

scientific article
Language Label Description Also known as
English
Assessing multivariate predictors of financial market movements: A latent factor framework for ordinal data
scientific article

    Statements

    Assessing multivariate predictors of financial market movements: A latent factor framework for ordinal data (English)
    0 references
    0 references
    0 references
    20 May 2009
    0 references
    latent variable
    0 references
    generalized linear model
    0 references
    factor analysis
    0 references
    multinomial logit
    0 references
    forecasts
    0 references
    LAMLE
    0 references
    Laplace approximation
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references