Using Irregularly Spaced Returns to Estimate Multi-factor Models: Application to Brazilian Equity Data

ISSN： 1466-4364

Source： The European Journal of Finance, Vol.12, Iss.6-7, 2006-10, pp. : 605-626

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Variance reduction for Monte Carlo methods to evaluate option prices under multi-factor stochastic volatility models

By Fouque Jean-Pierre Han Chuan-Hsiang

Quantitative Finance, Vol. 4, Iss. 5, 2004-10 ,pp. : 597-606

Routledge Ltd

Access to resources Recommend Favorite

Towards multi-factor models of decision making and risk: A critique of Prospect Theory and related approaches, part I

By Nwogugu Michael

The Journal of Risk Finance Incorporating Balance Sheet, Vol. 6, Iss. 2, 2005-04 ,pp. : 150-162

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

Towards multi-factor models of decision making and risk: A critique of Prospect Theory and related approaches, part II

By Nwogugu Michael

The Journal of Risk Finance Incorporating Balance Sheet, Vol. 6, Iss. 2, 2005-04 ,pp. : 163-173

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

Towards multi-factor models of decision making and risk: A critique of prospect theory and related approaches, Part III

By Nwogugu Michael

The Journal of Risk Finance Incorporating Balance Sheet, Vol. 6, Iss. 3, 2005-03 ,pp. : 267-274

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

Stock selection using a multi-factor model - empirical evidence from the French stock market

By Morel Christophe

The European Journal of Finance, Vol. 7, Iss. 4, 2001-12 ,pp. : 312-334

Routledge Ltd

Access to resources Recommend Favorite