Results 241 to 250 of about 10,568,970 (294)
Meta-Analytic Review of Temperamental Correlates of the Five-Factor Model and Hierarchical Taxonomy of Psychopathology Domains. [PDF]
Indian J Psychol MedHemmati A +6 more
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Factor model for ordinal categorical data with latent factors explained by auxiliary variables applied to the major depression inventory. [PDF]
J Appl StatViana AT, Gonçalves KCM, Paez MS.
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Testing serial correlation in a general d-factor model with possible infinite variance. [PDF]
J Appl StatFan Y, Liu X, Luo T, Rao Y, Li H.
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Allgemeines Statistisches Archiv, 2005 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Breitung, Jörg, Eickmeier, Sandra
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Some of the next articles are maybe not open access.
Econometric Reviews, 2001
This paper introduces nonlinear dynamic factor models for various applications related to risk analysis. Traditional factor models represent the dynamics of processes driven by movements of latent variables, called the factors. Our approach extends this setup by introducing factors defined as random dynamic parameters and stochastic autocorrelated ...
Christian Gourieroux, Joanna Jasiak
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This paper introduces nonlinear dynamic factor models for various applications related to risk analysis. Traditional factor models represent the dynamics of processes driven by movements of latent variables, called the factors. Our approach extends this setup by introducing factors defined as random dynamic parameters and stochastic autocorrelated ...
Christian Gourieroux, Joanna Jasiak
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Multilevel Mixture Factor Models
Multivariate Behavioral Research, 2012Factor analysis is a statistical method for describing the associations among sets of observed variables in terms of a small number of underlying continuous latent variables. Various authors have proposed multilevel extensions of the factor model for the analysis of data sets with a hierarchical structure.
Varriale R., Vermunt J. K.
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Efficient factor GARCH models and factor-DCC models
Quantitative Finance, 2009We report that, in the estimation of univariate GARCH or multivariate generalized orthogonal GARCH (GO-GARCH) models, maximizing the likelihood is equivalent to making the standardized residuals as independent as possible. Based on this, we propose three factor GARCH models in the framework of GO-GARCH: independent-factor GARCH exploits factors that ...
Kun Zhang, Laiwan Chan
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2017
The CAPM and factor models in general are explained. Factors can be replaced by the returns or excess returns that are maximally correlated (the projections of the factors). A factor model is equivalent to an affine representation of an SDF and to spanning a return on the mean‐variance frontier. The use of alphas for performance evaluation is explained.
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The CAPM and factor models in general are explained. Factors can be replaced by the returns or excess returns that are maximally correlated (the projections of the factors). A factor model is equivalent to an affine representation of an SDF and to spanning a return on the mean‐variance frontier. The use of alphas for performance evaluation is explained.
openaire +2 more sources