Dynamic component detection in a multifactor model for stock returns (Q3598295)
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scientific article; zbMATH DE number 5501094
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Dynamic component detection in a multifactor model for stock returns |
scientific article; zbMATH DE number 5501094 |
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Dynamic component detection in a multifactor model for stock returns (English)
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3 February 2009
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dynamic factor analysis
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information criteria
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asset returns
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0.7612461447715759
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0.7363749742507935
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0.7345211505889893
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0.732743501663208
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