Search Results - subject:"OLS and ridge regression model"

Wong, Wing Keung (contributor); Guo, Xu (contributor); … - 2020

Mathematical finance plays a vital role in many fields within finance and provides the theories and tools that have been widely used in all areas of finance. Knowledge of mathematics, probability, and statistics is essential to develop finance theories and test their validity through the...

Persistent link: https://www.econbiz.de/10012606040

Examination and modification of multi-factor model in explaining stock excess return with hybrid approach in empirical study of Chinese stock market

Huang, Jian; Liu, Huazhang - In: Journal of Risk and Financial Management 12 (2019) 2, pp. 1-30

empirical study of Chinese stock market and examined for new factors to extend the model by OLS and ridge regression model. With …

Persistent link: https://www.econbiz.de/10012611107

Examination and modification of multi-factor model in explaining stock excess return with hybrid approach in empirical study of Chinese stock market

Huang, Jian; Liu, Huazhang - In: Journal of risk and financial management : JRFM 12 (2019) 2/91, pp. 1-30

empirical study of Chinese stock market and examined for new factors to extend the model by OLS and ridge regression model. With …

Persistent link: https://www.econbiz.de/10012022057