On the properties of the coefficient of determination in regression models with infinite variance variables
Jeong-Ryeol Kurz-Kim; Mico Loretan
| Year of publication: |
2014
|
|---|---|
| Authors: | Kurz-Kim, Jeong-Ryeol ; Loretan, Mico |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 181.2014, 1, p. 15-24
|
| Subject: | Coefficient of determination | α-stable distributions | Signal to noise ratio | Density transformation theorem | Monte Carlo simulation | Fama-MacBeth regression | CAPM | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution | Monte-Carlo-Simulation |
| 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://ebvufind01.dmz1.zbw.eu/10010473444