Canonical correlation analysis : macroeconomic variables versus stock returns
Peter Mazuruse
| Year of publication: |
2014
|
|---|---|
| Authors: | Mazuruse, Peter |
| Published in: |
Journal of financial economic policy. - Bingley : Emerald, ISSN 1757-6385, ZDB-ID 2527222-6. - Vol. 6.2014, 2, p. 179-196
|
| Subject: | Stock returns | Macroeconomic variables | Canonical correlation | Canonical variates | Canonical loadings | Redundancy index | Korrelation | Correlation | Kapitaleinkommen | Capital income | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Aktienindex | Stock index |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010490604