Factor models
LOCAL VERSUS GLOBAL FACTOR MODELS: TIME-SERIES VERSUS CROSS-SECTIONAL EVIDENCE GIULIA DEGLI AGOSTINI 2361
... local factor models outperform global factor models in predicting stock ...global factor models explain local factor and whether this ability is increasing over ...global ...
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Nowcasting Brazilian GDP: a performance assessment of dynamic factor models
... Dynamic Factor Models (DFMs). Some reasons for using these models in real-time forecasting are: they can handle a large number of variables in a joint structure, in a parsimoniously way; they do not ...
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Using irregularly spaced returns to estimate multi-factor models : application to Brazilian equity data
... The multi-factor model estimated with irregular retums is compared with the following methods: the naif, where the last price available is repeated to fill in a missing value (pr[r] ...
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Using irregularly spaced returns to estimate multi-factor models: application to Brazilian equity data
... Financial institutions, however, do need those prices and returns everyday in order to fulfil regulatory requirements and implement their methodologies of quantitative analysis of risk and return 2 . Moreover, given some ...
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Confirmatory factor analysis and temporal invariance of the Positive and Negative Affect Schedule (PANAS)
... one factor and NA was divided into two conceptually meaningful factors: Afraid (scared, nervous, afraid, guilty, ashamed, and jittery) and Upset (distressed, irritated, hostile, and ...three-factor ...
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Cad. Saúde Pública vol.26 número7
... best factor structure is still ...Confirmatory factor analyses (ML) were used to compare the one- and two-factor ...common factor, which could be defined as psychological ...
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Testing the hypothesis of contagion using multivariate volatility models
... multivariate models. The estimated models were the diagonal and full BEKK, the factor model with known and unknown factors, the DCC-Engle, IDCC-Engle, DCC-TT and CC ...The models with the ...
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Rev. contab. finanç. vol.28 número75
... a factor related to the toxicity level of orders was added to the three-, four-, and ive-factor ...the factor related to the book-to-market index becomes redundant in the national scenario for the ...
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Psicol. Reflex. Crit. vol.26 número4
... one factor and NA was divided into two conceptually meaningful factors: Afraid (scared, nervous, afraid, guilty, ashamed, and jittery) and Upset (distressed, irritated, hostile, and ...three-factor ...
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Rev. Saúde Pública vol.39 número1
... two models. The best fit to data to the four-factor and the three-factor models has been obtained when both Item 12 and Item 16 were ...re-specified models has been attained by GFI and ...
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Risk prices and model selection: bad news about sparse estimators and an uniformly valid inference theory
... on factor models if they are really able to explain co-variation in ...returns. Factor models are useful tools for risk analysis, with diverse possible ...of models to hedge against ...
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Cubic-spline interpolation to estimate effects of inbreeding on milk yield in first lactation Holstein cows
... fixed factor models, but also the best cubic-spline model for comparing estimates of the effects of inbreeding on milk yield and of variance com- ponents and ...fixed factor and linear regression ...
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Estud. psicol. (Campinas) vol.34 número2
... There are several variables that are associated with and that can influence school performance. The present study investigated the following: 1) the relationship between school performance and intelligence, language, and ...
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A factor graph nested effects model to identify networks from genetic perturbations.
... Influence of inhibition extent on network recovery. We tested the ability of FG-NEMs and uFG-NEMs to recover the structure of networks simulated with varying fractions of inhibition, 0 #l#0.75, for both the amount of ...
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Application of Receptor Models on Water Quality Data in Source Apportionment in Kuantan River Basin
... the models demand many inputs for model development and eventually lead to time consuming and high ...ANN models are defined by topology, node characteristics and training or learning ...
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Simulation-based smoothing and filtering in factor stochastic volatility models : two econometric applications (July-2001)
... Our main contribution relies upon the use of traditional factor model techniques combined with stochastic volatility mo deIs to study the dependence among Latin American stock price i[r] ...
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Forecasting bond yields with segmented term structure models
... structure models, showing that those models are not especially useful to forecast future interest rates: They are outperformed by the RW, which basically repeats the last observation as a ...Dynamic ...
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Comparison between Rayleigh and Mie Scattering Assumptions for Z-R Relation and Rainfall Rate Estimation with TRMM/PR Data
... reflectance factor, while R denotes rainfall rate)[1]. In order to estimate Z factor, attenuation due to rainfall and scattering due to raindrops is taken into ...
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bor 28 1 BOR 2014vol280033
... The instrument used was the Portuguese ver- sion of the Geriatric/General Oral Health Assess- ment Index (GOHAI). The questionnaire consists of 12 items distributed in one dimension, but the items composing the ...
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Structural Validity of the Tonic Immobility Scale in a Population Exposed to Trauma: Evidence from Two Large Brazilian Samples
... The one-factor solution was the most tenable in both large samples, although several observed residual correlations suggested item content redundancies. These are theoretically meaningful when examining the ...
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