2601.10732v1.pdf
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application/pdf
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10f43cf2d51db229bb63315b4a24e2f4960c8583ca5ba0702b08bc19e5ac6d92
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Read moreTitle
Regime-Dependent Predictive Structure Between Equity Factors: Evidence from Granger Causality
Keywords
Factor Investing, Granger Causality, Regime Switching, Hidden Markov Models, Risk Management, Financial Crisis Detection, Temporal Precedence
Version
1.7
Page Count
5
Subject
- Mathematics of computing -> Time series analysis.- Computing methodologies -> Causal reasoning and diagnostics.
Producer
pikepdf 8.15.1
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