A Multi-Factor Model with Irregular Returns for missing values imputation in emergent markets: Application to Brazilian Equity Data

Alvaro Veiga and Leonardo Souza

No 280, Computing in Economics and Finance 2002 from Society for Computational Economics

Keywords: multi-factor model; VaR; missing values (imputation of) (search for similar items in EconPapers)
JEL-codes: C32 C53 G12 (search for similar items in EconPapers)
Date: 2002-07-01
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Persistent link: https://EconPapers.repec.org/RePEc:sce:scecf2:280

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