canonical correlation

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    Canonical correlation analysis

    Description The purpose of this paper was to construct a canonical correlation analysis (CCA) model for the Zimbabwe stock exchange (ZSE). This paper analyses the impact of macroeconomic variables on stock returns for the Zimbabwe Stock Exchange using the canonical correlation analysis (CCA)...
    • jasminepvk
    • Thread
    • canonical correlation canonical loadings canonical variates macroeconomic variables redundancy index stock returns
    • Replies: 0
    • Forum: Financial Analysis
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