In this paper, we propose multifactor models for the pan-European Equity Market using a block-bootstrap method and compare the results with those of traditional inferential techniques. The new factors are built from statistical measurements on stock prices - in particular, coefficient of...

Disability and dependency (lack of autonomy in performing common everyday actions) affect health status and quality of life, therefore they are significant public health issues. The main purpose of this study is to establish the existing relationship among different variables (continuous,...

Multidimensional scaling (MDS) techniques are initially proposed to produce pictorial representations of distance, dissimilarity or proximity data. Sensitivity and robustness assessment of multivariate methods is essential if inferences are to be drawn from the analysis. To our knowledge, the...

Outliers in financial data can lead to model parameter estimation biases, invalid inferences and poor volatility forecasts. Therefore, their detection and correction should be taken seriously when modeling financial data. This paper focuses on these issues and proposes a general detection and...

In this paper, we propose multifactor models for the pan-European Equity Market using a block-bootstrap method and compare the results with those of traditional inferential techniques. The new factors are built from statistical measurements on stock prices - in particular, coefficient of...