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Non-destructive inspection for smooth density distributions by means of least squares method


Book ID
122846438
Publisher
Elsevier Science
Year
1994
Tongue
English
Weight
133 KB
Volume
27
Category
Article
ISSN
0963-8695

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We analyze the underlying economic forces of the stock markets in Germany, the U.K. and the U.S. Identifying a number of variables evincing return predictability, we follow a partial least-squares (PLS) approach to combine these observables into a few latent factors. Conditional on European markets,