Nonlinear bivariate comovements of asset prices : methodology, tests and applications
Marco Corazza; A. G. Malliaris; Elisa Scalco
| Year of publication: |
2010
|
|---|---|
| Authors: | Corazza, Marco ; Malliaris, Anastasios G. ; Scalco, Elisa |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 35.2010, 1, p. 1-23
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| Subject: | Börsenkurs | Share price | CAPM | Schätzung | Estimation | Nichtlineare Regression | Nonlinear regression | Schätztheorie | Estimation 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/10003934115