Modeling DAX-Tracking Portfolios with adaptive Beta-Estimators
| Year of publication: |
2000-09-28
|
|---|---|
| Authors: | Rodriguez, Michael |
| Other Persons: | Härdle, Wolfgang (contributor) |
| Publisher: |
Wirtschaftswissenschaftliche Fakultät |
| Subject: | Wirtschaft | Statistik | adaptive estimation | local homogeneity | tracking portfolio |
freely available
| Type of publication: | Book / Working Paper |
|---|---|
| Type of publication (narrower categories): | Thesis |
| Language: | English |
| Source: | BASE |
Persistent link: https://www.econbiz.de/10009467238