Estimating UK factor models using the multivariate skew normal distribution
C. J. Adcock
| Year of publication: |
2005
|
|---|---|
| Authors: | Adcock, C. J. |
| Published in: |
Linear factor models in finance. - Amsterdam : Elsevier Butterworth-Heinemann, ISBN 978-0-7506-6006-8. - 2005, p. 12-29
|
| Subject: | Statistische Verteilung | Statistical distribution | Faktorenanalyse | Factor analysis | Schätztheorie | Estimation theory | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003304023