Research on convertible bond pricing efficiency based on nonparametric fixed effect panel data model
Honglei Yan, Suigen Yang and Shengmin Zhao
| Year of publication: |
2016
|
|---|---|
| Authors: | Yan, Honglei ; Yang, Suigen ; Zhao, Shengmin |
| Published in: |
China finance review international. - Bingley : Emerald, ISSN 2044-1398, ZDB-ID 2681650-7. - Vol. 6.2016, 1, p. 32-55
|
| Subject: | Arbitrage | Convertible bond | Fixed effect | Nonparametric regression | Simultaneous confidence band | Wandelanleihe | Panel | Panel study | Nichtparametrisches Verfahren | Nonparametric statistics | Schätzung | Estimation | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/CFRI-04-2015-0030 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011722587