نتایج جستجو برای: factor model

تعداد نتایج: 2815364  

Journal: :Journal of Nonparametric Statistics 2022

Data can be assumed to continuous functions defined on an infinite-dimensional space for many phenomena. However, the data might driven by a small number of latent variables. Hence, factor models are relevant functional data. In this paper, we study time-dependent We propose nonparametric estimators under stationary and nonstationary processes. obtain that consider time-dependence property. Spe...

Journal: تحقیقات مالی 2018

Objective: The main objective of this research is to explain the accrual anomaly using accruals factor (CMA) and accrual-based factor-mimicking portfolios as well as checking whether accrual anomaly is risk-based or mispricing. According to rational frictionless asset pricing model, the ability of accruals to predict returns should come from the loadings on this accrual factor loading that pred...

Journal: :Journal of Risk and Financial Management 2019

Journal: :Classical and Quantum Gravity 2014

Journal: :Journal of the Korean Neurological Association 2016

Journal: :International Journal of Academic Research in Business and Social Sciences 2020

Journal: :Polish Psychological Bulletin 2016

Journal: :Psychonomic Bulletin & Review 2001

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