Stochastic frontier model in financial econometrics : a copula-based approach
P. Tibprasorn, K. Autchariyapanitkul, S. Sriboonchitta
| Year of publication: |
[2017]
|
|---|---|
| Authors: | Phachongchit Tibprasorn ; Kittawit Autchariyapanitkul ; Songsak Sriboonchitta |
| Published in: |
Robustness in econometrics. - Cham : Springer, ISBN 978-3-319-50741-5. - 2017, p. 575-586
|
| Subject: | Copulas | Gaussian quadrature rule | Optimization method | Price efficiency | Stochastic frontier model | Technische Effizienz | Technical efficiency | Multivariate Verteilung | Multivariate distribution | Stochastischer Prozess | Stochastic process | Finanzmarktökonometrie | Financial econometrics | Produktionsfunktion | Production function | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/978-3-319-50742-2_35 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011801882