Distributed Loading Estimation for General Factor Model


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Documentation for package ‘DLEGFM’ version 0.4.0

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BlPC Loading Estimation for General Factor Model
DBlPC Distributed Loading Estimation for General Factor Model
DFanPC Distributed Loading Estimation for General Factor Model
DGaoPC Distributed Loading Estimation for General Factor Model
DGulPC Distributed Loading Estimation for General Factor Model
DJIA Dow Jones industrial average
DPC Distributed Loading Estimation for General Factor Model
DPPC Distributed Loading Estimation for General Factor Model
FanPC Loading Estimation for General Factor Model
GaoPC Loading Estimation for General Factor Model
GulPC Loading Estimation for General Factor Model
ISE Istanbul Stock Exchange
PC Loading Estimation for General Factor Model
PPC Loading Estimation for General Factor Model
SECI New York Stock Exchange Composite Index
SPP Stock Portfolio Performance