Revisiting the forward : spot relation ; an application of the nonparametric long-run correlation coefficient
Year of publication: |
2012
|
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Authors: | Kanas, Angelos ; Ioannidis, Christos |
Published in: |
Journal of economics and finance. - New York, NY : Springer, ISSN 1055-0925, ZDB-ID 1163091-7. - Vol. 36.2012, 1, p. 148-161
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Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Korrelation | Correlation | Schätztheorie | Estimation theory | Schätzung | Estimation |
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