New methods for testing, prediction, and estimation with applications to finance

presented by Simon Hediger

Year of publication:	2023
Authors:	Hediger, Simon
Publisher:	Zurich
Subject:	Random Forest for Two-Sampling Testing \| Subsampled Factor Model \| nonlinear shrinkage with the multivariate generalized hyperbolic (MGHyp) distribution \| Schätztheorie \| Estimation theory \| Statistischer Test \| Statistical test \| Nichtlineare Regression \| Nonlinear regression \| Faktorenanalyse \| Factor analysis \| Finanzmarktökonometrie \| Financial econometrics \| Theorie \| Theory \| Schätzung \| Estimation \| Kapitalmarktrendite \| Capital market returns \| Prognoseverfahren \| Forecasting model \| Portfolio-Management \| Portfolio selection \| Welt \| World

Extent:	1 Online-Ressource Illustrationen
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Hochschulschrift ; Aufsatzsammlung ; Graue Literatur ; Non-commercial literature
Language:	English
Thesis:	Dissertation, University of Zurich, 2023
Other identifiers:	10.5167/uzh-228864 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014282051