Factor analysis of a model of stock market returns using simulation-based estimation techniques
Diana Zhumabekova and Mardi Dungey
| Year of publication: |
2001
|
|---|---|
| Authors: | Zhumabekova, Diana ; Dungey, Mardi H. |
| Publisher: |
San Francisco, Calif. : Center for Pacific Basin Monetary and Economic Studies |
| Subject: | Faktorenanalyse | Factor analysis | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Schätztheorie | Estimation theory | Simulation | Ostasien | East Asia | Finanzkrise | Financial crisis |
| Extent: | 38 S graph. Darst |
|---|---|
| Series: | Pacific Basin working paper series. - San Francisco, Calif., ZDB-ID 2215510-7. - Vol. 01,08 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://www.frbsf.org/publications/economics/pbcpapers/2001/pb01-08.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001790850