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Assessing multivariate predictors of financial market movements : a latent factor framework for ordinal data

Huber, Philippe; Scaillet, Olivier; Victoria-Feser, … - 2008

Much of the trading activity in Equity markets is directed to brokerage houses. In exchange they provide so-called quot;soft dollarsquot; which basically are amounts spent in quot;researchquot; for identifying profitable trading opportunities. Soft dollars represent about USD 1 out of every USD...

Persistent link: https://www.econbiz.de/10003966616

Assessing multivariate predictors of financial market movements : a latent factor framework for ordinal data

Huber, Philippe; Scaillet, Olivier; Victoria-Feser, … - 2009

Persistent link: https://www.econbiz.de/10003937094

The macroeconomic determinants of Nifty : a quantitative approach based on causal factoring

Subathra, R.; Mohideen, A. Kachi - In: International journal of economics and business research 10 (2015) 3, pp. 247-257

Persistent link: https://www.econbiz.de/10011499989

A novel robust multivariate regression approach to optimize multiple surfaces

Moslemi, Amir; Seyyed-Esfahani, Mirmehdi - In: RAIRO / Operations research 52 (2018) 4/5, pp. 1233-1243

Persistent link: https://www.econbiz.de/10011987290

A note on the regularity of center-outward distribution and quantile functions

Barrio, Eustasio del; Gonzalez-Sanz, Alberto; Hallin, Marc - 2019

Persistent link: https://www.econbiz.de/10012179643

Comparing multivariate distributions : a novel approach using optimal transport-based plots

Singha, Sibsankar; Kratz, Marie; Vadlamani, Sreekar - 2024

Persistent link: https://www.econbiz.de/10014545370

On optimal regression trees to detect critical intervals for multivariate functional data

Blanquero, Rafael; Carrizosa, Emilio; Molero-Río, Cristina - In: Computers & operations research : and their … 152 (2023), pp. 1-10

Persistent link: https://www.econbiz.de/10014266490

Multivariate threshold models : TVARs and TVECMs

Galvão, Ana Beatriz C. - In: Brazilian review of econometrics : the review of the … 23 (2003) 1, pp. 143-171

Persistent link: https://www.econbiz.de/10001806333

Geometric ergodicity of van Dyk and Mengś algorithm for the multivariate studentś t model

Marchev, Dobrin; Hobert, James P. - In: Journal of the American Statistical Association : JASA 99 (2004) 465, pp. 228-238

Persistent link: https://www.econbiz.de/10002029993

High breakdown inference for mixed linear models

Copt, Samuel - 2004

Persistent link: https://www.econbiz.de/10002505435

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