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Applications of Dynamic Factor Models in Pricing of Financial Markets - Couverture souple

Chadwick, Meltem Gülenay

 
9786139907854: Applications of Dynamic Factor Models in Pricing of Financial Markets

Synopsis

Theoretical improvements, methodological innovations and real-world applications of factor analysis, and latent structure models more generally, have developed rapidly in recent years, partly due to increased access to appropriate computational tools and availability of data and contributions based on modelling and forecasting techniques. The growing range of developments and creative applications in increasingly complex models, and with larger datasets in higher dimensions, justify the view that computational advances have been critically enabling; the near future will very likely see much broader use of factor analysis in routine applied financial and economic analysis.

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