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

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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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