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Showing 1 to 4 of 4 for “"Multivariate estimation"”.

  1. Internal stock market returns and systematic risk factors. An empirical investigation into the APT using macroeconomic factors and multivariate estimation

    … factors. Starting with ordinary least squares estimation the thesis investigates the responses of investors in their national stock markets to systematic shocks. By employing iterative non-linear multivariate seemingly unrelated regression estimation, this work avoids the statistical problems …

    bradford Repository record for Internal stock market returns and systematic risk factors. An empirical investigation into the APT using macroeconomic factors and multivariate estimation (opens in a new tab)

  2. Long run determination of inflation in South Africa

    This paper employs multivariate estimation techniques in an expectations augmented Phillips curve framework to investigate long run determinants of inflation. By separating unit labour costs in nominal wages and labour productivity in an extension of the work by Fedderke and Schaling (2005), the …

    cape-town Repository record for Long run determination of inflation in South Africa (opens in a new tab)

  3. 'Ex-ante' asset allocation strategies for global index portfolios

    … problem and in developing appropriate multivariate estimation procedures that aim to assist investors in achieving superior out of sample portfolio performance. The empirical results from application of MANOY A techniques provide strong evidence about the inter~ temporal instability of …

    city-london Repository record for 'Ex-ante' asset allocation strategies for global index portfolios (opens in a new tab)

  4. Volatility and return forecasting : time series and options-based methods

    … from listed option prices. Both univariate and multivariate estimation of the time series models are considered in our analysis. Chapter 1: This chapter introduces a modified fractionally co-integrated vector autoregressive model, M-FCVAR, that caters for systems with I(0) and I(d) variables …

    lancaster Repository record for Volatility and return forecasting : time series and options-based methods (opens in a new tab)