Multivariate analysis is commonly used when we have more than one outcome variables for each observation. For instance, a survey of American adults’ physical and mental health might measure each ...

Four poor prognostic factors were identified and a simple prognostic index was devised. Information from this analysis can be used to aid clinical decision-making, help individual patient risk ...

This article develops multivariate factor models for forecasting volatility in Australian stocks. We suggest estimation procedures for approximate factor models that are robust to jumps when the cross ...

Discover how multivariate models use multiple variables for investment forecasting, risk analysis, and decision-making in ...

This course is available on the Global MSc in Management, Global MSc in Management (CEMS MIM), Global MSc in Management (MBA Exchange), MSc in Applied Social Data Science, MSc in European and ...

In this paper, we study factor-based subordinated Lévy processes in their variance gamma (VG) and normal inverse Gaussian (NIG) specifications, and focus on their ability to price multivariate exotic ...

This course is available on the MPhil/PhD in Environmental Economics, MPhil/PhD in International Relations, MPhil/PhD in International Relations, MPhil/PhD in Social Policy, MPhil/PhD in Social ...