Estimation of econometric models with nonparametrically specified risk terms
Year of publication: |
2001
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Authors: | Baltagi, Badi H. ; Li, Qi |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 20.2001, 4, p. 445-460
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Subject: | Devisenmarkt | Foreign exchange market | Währungsrisiko | Exchange rate risk | Risikoprämie | Risk premium | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory | USA | United States | Großbritannien | United Kingdom | Frankreich | France | Japan | 1976-1992 |
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