Parametric and nonparametric estimation of conditional return expectations
Year of publication: |
2005
|
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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 |
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