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.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.identifier.uri	http://hdl.handle.net/10016/33204
dc.language.iso	eng
dc.rights	Atribución-NoComercial-SinDerivadas 3.0 España
dc.rights.uri	http://creativecommons.org/licenses/by-nc-nd/3.0/es/
dc.subject.other	Asset Pricing
dc.subject.other	Bootstrap
dc.subject.other	Common principal component analysis
dc.subject.other	Cross-sectional regression
dc.subject.other	Factor models
dc.subject.other	Time series
dc.title	Essays on multifactor models for stocks expected returns in European markets: A block-bootstrap validation proposal
dc.type	doctoralThesis
dc.subject.eciencia	Estadística
dc.rights.accessRights	openAccess
dc.description.degree	Programa de Doctorado en Economía de la Empresa y Métodos Cuantitativos por la Universidad Carlos III de Madrid
dc.description.responsability	Presidenta: Sofia Ramos.- Secretaria: Maria Helena Lopes Moreira Da Veiga.- Vocal: Agnieszka Jach
dc.contributor.departamento	UC3M. Departamento de Estadística
dc.contributor.tutor	Grané Chávez, Aurea