A latent factor model for ordinal data to measure multivariate predictive ability of financial market movements
P. Huber; O. Scaillet; M.-P. Victoria Feser
| Year of publication: |
Oct. 2005
|
|---|---|
| Other Persons: | Huber, Philippe (contributor) ; Scaillet, Olivier (contributor) ; Victoria-Feser, Maria-Pia (contributor) |
| Publisher: |
Genève : HEC |
| Subject: | Struktur-Verhalten-Ergebnis- Paradigma | Structure-conduct-performance paradigm | Mathematische Optimierung | Mathematical programming | Schätztheorie | Estimation theory | Logit-Modell | Logit model |
| Extent: | Online-Ressource, 38 S., Text graph. Darst |
|---|---|
| Series: | Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève. - Genève : [Verlag nicht ermittelbar], ZDB-ID 2205693-2. - Vol. 2005.12 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003214334