A comparison of risk-premium forecasts implied by parametric versus nonparametric conditional mean estimators
by Thomas H. McCurdy and Thansis Stengos
| Year of publication: |
1991 ; rev.
|
|---|---|
| Authors: | McCurdy, Thomas H. ; Stengos, Thanasēs |
| Publisher: |
Kingston, Ontario |
| Subject: | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics |
| Extent: | 17 S. |
|---|---|
| Series: | Discussion paper / Institute for Economic Research, Queen's University. - Kingston, Ontario, ISSN 0316-5078, ZDB-ID 863062-8. - Vol. 843 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 15 - 17 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000135918