Measurement of Common Risk Factors : A Panel Quantile Regression Model for Returns
Year of publication: |
2017
|
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Authors: | Cech, Frantisek |
Other Persons: | Baruník, Jozef (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Regressionsanalyse | Regression analysis | Theorie | Theory | Panel | Panel study | Schätzung | Estimation | Faktorenanalyse | Factor analysis | Risiko | Risk | Messung | Measurement |
Extent: | 1 Online-Ressource (37 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 29, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.3028488 [DOI] |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C23 - Models with Panel Data ; G17 - Financial Forecasting ; G32 - Financing Policy; Capital and Ownership Structure |
Source: | ECONIS - Online Catalogue of the ZBW |
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