Multifactor Models
Regression based multi factor models may not really work when the distributions of the variables are not normal. But I have been thinking that this can be rectified using kernel or copular based transformation of the variables.
Suminda Sirinath Salpitkorala Dharmasena
Suminda Sirinath Salpitkorala Dharmasena
posted by Suminda Dharmasena at
10:46 pm
2 Comments:
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