Statistical and computational techniques for extraction of underlying systematic risk factors : a comparative study in the Mexican Stock Exchange
Rogelio Ladrón de Guevara Cortés, Salvador Torra Porras, Enric Monte Moreno
| Year of publication: |
2021
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|---|---|
| Authors: | Guevara Cortés, Rogelio Ladrón de ; Torra Porras, Salvador ; Monte Moreno, Enric |
| Published in: |
Revista finanzas y política económica. - Bogotà : [Verlag nicht ermittelbar], ISSN 2011-7663, ZDB-ID 2721449-7. - Vol. 13.2021, 2, p. 513-543
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| Subject: | Factor analysis | Independent component analysis | Mexican stock exchange | Neural networks principal component analysis | Principal component analysis | Mexiko | Mexico | Faktorenanalyse | Hauptkomponentenanalyse | Neuronale Netze | Neural networks | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.14718/revfinanzpolitecon.v13.n2.2021.9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012804774