Is there a missing factor? : a canonical correlation approach to factor models
Year of publication: |
October 2018
|
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Authors: | Ahn, Seung Chan ; Dieckmann, Stephan ; Perez, M. Fabricio |
Published in: |
Review of financial economics : RFE. - Medford, MA : Wiley, ISSN 1058-3300, ZDB-ID 1116477-3. - Vol. 36.2018, 4, p. 321-347
|
Subject: | canonical correlations | common factors | credit risk | factor analysis | Faktorenanalyse | Factor analysis | Korrelation | Correlation | Kreditrisiko | Credit risk | Schätzung | Estimation | Theorie | Theory |
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