Parametric and nonparametric estimation of conditional return expectations
Wolfgang Drobetz and Daniel Hoechle
| Year of publication: |
2005
|
|---|---|
| Authors: | Drobetz, Wolfgang ; Hoechle, Daniel |
| Published in: |
Risk management : challenge and opportunity ; with 125 tables. - Berlin : Springer, ISBN 3-540-22682-6. - 2005, p. 169-196
|
| Subject: | Kapitaleinkommen | Capital income | Erwartungsbildung | Expectation formation | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Schätzung | Estimation | Theorie | Theory | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002447562