Publication: Essays on multifactor models for stocks expected returns in European markets: A block-bootstrap validation proposal
dc.contributor.advisor | Grané Chávez, Aurea | |
dc.contributor.advisor | Cascos Fernández, Ignacio | |
dc.contributor.author | Cueto, José Manuel | |
dc.contributor.departamento | UC3M. Departamento de Estadística | es |
dc.contributor.tutor | Grané Chávez, Aurea | |
dc.date.accessioned | 2021-08-31T17:06:08Z | |
dc.date.available | 2021-08-31T17:06:08Z | |
dc.date.issued | 2021-05-10 | |
dc.date.submitted | 2021-07-07 | |
dc.description.degree | Programa de Doctorado en Economía de la Empresa y Métodos Cuantitativos por la Universidad Carlos III de Madrid | es |
dc.description.responsability | Presidenta: Sofia Ramos.- Secretaria: Maria Helena Lopes Moreira Da Veiga.- Vocal: Agnieszka Jach | es |
dc.identifier.uri | https://hdl.handle.net/10016/33204 | |
dc.language.iso | eng | en |
dc.rights | Atribución-NoComercial-SinDerivadas 3.0 España | * |
dc.rights.accessRights | open access | es |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/es/ | * |
dc.subject.eciencia | Estadística | es |
dc.subject.other | Asset Pricing | en |
dc.subject.other | Bootstrap | en |
dc.subject.other | Common principal component analysis | en |
dc.subject.other | Cross-sectional regression | en |
dc.subject.other | Factor models | en |
dc.subject.other | Time series | en |
dc.title | Essays on multifactor models for stocks expected returns in European markets: A block-bootstrap validation proposal | en |
dc.type | doctoral thesis | * |
dspace.entity.type | Publication |
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