A nested factor model for non-linear dependencies in stock returns (Q4619483)
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scientific article; zbMATH DE number 7013607
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A nested factor model for non-linear dependencies in stock returns |
scientific article; zbMATH DE number 7013607 |
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A nested factor model for non-linear dependencies in stock returns (English)
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6 February 2019
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non-linear dependences
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stock returns
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portfolio selection
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factor models
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volatility correlations
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