Factor analysis with large panels of volatility proxies :: Eric Ghysels :: Centre for Economic Policy Research 2014 :: OBNB, the Open British National Bibliography

Publication Data

Title Factor analysis with large panels of volatility proxies
Author Eric Ghysels
Contributor Centre for Economic Policy Research
Publisher Centre for Economic Policy Research
Publication date 2014
Publication location London
Language English

Topics

Capital assets pricing model
Risk management
Econometrics

Catalogue Data

OBNB ID GBB5E1829
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 332.6015195

ISBD

P1053 38 pages
P1042 Includes bibliographical references.

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Factor analysis with large panels of volatility proxies by Eric Ghysels. Published by Centre for Economic Policy Research in 2014. Publication and catalogue information, links to buy online and reader comments.