Verwandte Artikel zu Applications of Dynamic Factor Models in Pricing of...

Applications of Dynamic Factor Models in Pricing of Financial Markets - Softcover

Chadwick, Meltem Gülenay

 
9786139907854: Applications of Dynamic Factor Models in Pricing of Financial Markets

Inhaltsangabe

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.

Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.

Über die Autorin bzw. den Autor

Meltem Gülenay Chadwick completed his PhD in the department of Economics, Mathematics and Statistics at Birkbeck College/University of London in 2010. Her research interests are applied finance and Bayesian econometrics. Currently, he works at the Central Bank of the Republic of Turkey, Structural Economic Research department as an economist.

„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.