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Essays on multifactor models for stocks expected returns in European markets: A block-bootstrap validation proposal

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dc.contributor.advisorGrané Chávez, Aurea
dc.contributor.advisorCascos Fernández, Ignacio
dc.contributor.authorCueto, José Manuel
dc.contributor.departamentoUC3M. Departamento de Estadísticaes
dc.contributor.tutorGrané Chávez, Aurea
dc.date.accessioned2021-08-31T17:06:08Z
dc.date.available2021-08-31T17:06:08Z
dc.date.issued2021-05-10
dc.date.submitted2021-07-07
dc.description.degreePrograma de Doctorado en Economía de la Empresa y Métodos Cuantitativos por la Universidad Carlos III de Madrides
dc.description.responsabilityPresidenta: Sofia Ramos.- Secretaria: Maria Helena Lopes Moreira Da Veiga.- Vocal: Agnieszka Jaches
dc.identifier.urihttps://hdl.handle.net/10016/33204
dc.language.isoengen
dc.rightsAtribución-NoComercial-SinDerivadas 3.0 España*
dc.rights.accessRightsopen accesses
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/es/*
dc.subject.ecienciaEstadísticaes
dc.subject.otherAsset Pricingen
dc.subject.otherBootstrapen
dc.subject.otherCommon principal component analysisen
dc.subject.otherCross-sectional regressionen
dc.subject.otherFactor modelsen
dc.subject.otherTime seriesen
dc.titleEssays on multifactor models for stocks expected returns in European markets: A block-bootstrap validation proposalen
dc.typedoctoral thesis*
dspace.entity.typePublication
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