Estimating portfolio conditional returns distribution through style analysis models
Laura Attardi and Domenico Vistocco
| Year of publication: |
2008
|
|---|---|
| Authors: | Attardi, Laura ; Vistocco, Domenico |
| Published in: |
Mathematical and statistical methods in insurance and finance : [MAF2006 Conference, organized at the University of Salerno ; at the Campus of Fisciano]. - Milan [u.a.] : Springer, ISBN 88-470-0703-8. - 2008, p. 11-17
|
| Subject: | Kapitalanlage | Financial investment | Kapitaleinkommen | Capital income | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003837046