The effects of economic variables in the UK stock market
Year of publication: |
2006
|
---|---|
Authors: | Leone, Vitor |
Publisher: |
Vitor da Fonseca Leone |
Subject: | Economic time-series innovations | Stock returns | Multi-factor models | CAPM | APT | Principal components analysis (PCA) | Sorting criteria | The Kalman Filter | Arima | First differences | General-to-specific (Gets) | Market capitalisation and beta |
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