Nonparametric Regression on Latent Covariates with an Application toSemiparametric GARCH-in-Mean Models
Year of publication: |
2008-07-01
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Authors: | Conrad, Christian ; Mammen, Enno |
Institutions: | Alfred-Weber-Institut für Sozial- und Staatswissenschaften <Heidelberg> ; Universität <Mannheim> / Lehrstuhl für Volkswirtschaftslehre, insbesondere Angewandte Mikroökonomik |
Published in: | |
Subject: | Capital-Asset-Pricing-Modell | GARCH-Prozess | Risikoprämie | Regressionsanalyse |
Extent: | 506880 bytes 46 p. application/pdf |
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Type of publication: | Book / Working Paper |
Language: | English |
Classification: | C12 - Hypothesis Testing ; C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models ; C52 - Model Evaluation and Testing ; G12 - Asset Pricing ; Strategic management ; Specific management methods ; Financial theory ; Individual Reports, Studies ; No country specification |
Source: | USB Cologne (business full texts) |
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