A Multi-Factor Model with Irregular Returns for missing values imputation in emergent markets: Application to Brazilian Equity Data
Year of publication: |
2002-07-01
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Authors: | Veiga, Alvaro ; Souza, Leonardo |
Institutions: | Society for Computational Economics - SCE |
Subject: | multi-factor model | VaR | missing values (imputation of) |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Computing in Economics and Finance 2002 Number 280 |
Classification: | C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; G12 - Asset Pricing |
Source: |
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