This thesis offers an analysis on factor models and related topics such as forecasting, the choice of the number of factors, model selection and structural breaks
| Identifer | oai:union.ndltd.org:bl.uk/oai:ethos.bl.uk:588877 |
| Date | January 2013 |
| Creators | Nazare, Ronaldo |
| Contributors | Pitarakis, Jean-Yves |
| Publisher | University of Southampton |
| Source Sets | Ethos UK |
| Detected Language | English |
| Type | Electronic Thesis or Dissertation |
| Source | https://eprints.soton.ac.uk/360375/ |
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