A latent factor model for ordinal data to measure multivariate predictive ability of financial market movements
Philippe Huber; Olivier Scaillet; Maria-Pia Victoria-Feser
| Year of publication: |
Oct. 2005
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| Other Persons: | Huber, Philippe (contributor) ; Scaillet, Olivier (contributor) ; Victoria-Feser, Maria-Pia (contributor) |
| Publisher: |
Genève : FAME |
| 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. = 1515 KB, Text graph. Darst. |
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| Series: | FAME research paper series. - Geneva : [Verlag nicht ermittelbar], ZDB-ID 2121033-0. - Vol. 159 |
| 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/10003287290