Applications of Dynamic Factor Models in Pricing of Financial Markets

Language: English

Published by LAP LAMBERT Academic Publishing, 2018

6139907853 / 9786139907854

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nach der Bestellung gedruckt Neuware - Printed after ordering - Theoretical improvements, methodological innovations and real-world applications of factor analysis, and latent structure models more generally, have developed rapidly in recent years, partly due to increased access to appropriate computational tools and availability of data and contributions based on modelling and forecasting techniques. The growing range of developments and creative applications in increasingly complex models, and with larger datasets in higher dimensions, justify the view that computational advances have been critically enabling; the near future will very likely see much broader use of factor analysis in routine applied financial and economic analysis.

Seller Inventory # 9786139907854

Title
Applications of Dynamic Factor Models in Pricing of Financial Markets
Author
Meltem Gülenay Chadwick
Publisher
LAP LAMBERT Academic Publishing
Publication year
2018
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
6139907853
ISBN 13
9786139907854
Item weight
375 grams
Dimensions
220x150x15 mm

AHA-BUCH GmbH

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