Malliavin calculus for the estimation of time-varying regression models used in financial applications
Ahmed Abutaleb; Michael G. Papaioannou
| Year of publication: |
2007
|
|---|---|
| Authors: | Abutaleb, Ahmed ; Papaioannou, Michael G. |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 10.2007, 5, p. 771-800
|
| Subject: | Finanzmarkt | Financial market | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Signalling | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003564641