Stable factors in security returns : identification using cross-validation
Year of publication: |
1988
|
---|---|
Authors: | Conway, Delores A. |
Other Persons: | Reinganum, Marc R. (contributor) |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 6.1988, 1, p. 1-15
|
Subject: | Wertpapier | Securities | Kapitaleinkommen | Capital income | Schätztheorie | Estimation theory | Faktorenanalyse | Factor analysis | USA | United States | 1962-1971 |
-
McElroy, Marjorie, (1988)
-
Cross-validation of the economic significance of factors in security returns
Upton, David E., (1994)
-
Factor analysis of a model of stock market returns using simulation-based estimation techniques
Zhumabekova, Diana, (2001)
- More ...
-
Analysis of employment discrimination through homogeneous job groups
Conway, Delores A., (1994)
-
Analysis of employment discrimination through homogeneous job groups
Conway, Delores A., (1994)
-
Conway, Delores A., (2010)
- More ...