Similar Search Results

A robust coefficient of determination for regression

Renaud, Olivier; Victoria-Feser, Maria-Pia - 2009

Persistent link: https://www.econbiz.de/10003937084

Assessing multivariate predictors of financial market movements : a latent factor framework for ordinal data

Huber, Philippe; Scaillet, Olivier; Victoria-Feser, … - 2009

Persistent link: https://www.econbiz.de/10003937094

Goodness of fit for generalized linear latent variables models

Conne, David; Ronchetti, Elvezio; Victoria-Feser, Maria-Pia - In: Journal of the American Statistical Association : JASA 105 (2010) 491, pp. 1126-1134

Persistent link: https://www.econbiz.de/10008738521

Assessing multivariate predictors of financial market movements : a latent factor framework for ordinal data

Huber, Philippe; Scaillet, Olivier; Victoria-Feser, … - 2008

Much of the trading activity in Equity markets is directed to brokerage houses. In exchange they provide so-called quot;soft dollarsquot; which basically are amounts spent in quot;researchquot; for identifying profitable trading opportunities. Soft dollars represent about USD 1 out of every USD...