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  • Search: subject:"nonlinear shrinkage with the multivariate generalized hyperbolic (MGHyp) distribution"
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Year of publication
Subject
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Capital market returns 1 Estimation 1 Estimation theory 1 Factor analysis 1 Faktorenanalyse 1 Financial econometrics 1 Finanzmarktökonometrie 1 Forecasting model 1 Kapitalmarktrendite 1 Nichtlineare Regression 1 Nonlinear regression 1 Portfolio selection 1 Portfolio-Management 1 Prognoseverfahren 1 Random Forest for Two-Sampling Testing 1 Schätztheorie 1 Schätzung 1 Statistical test 1 Statistischer Test 1 Subsampled Factor Model 1 Theorie 1 Theory 1 Welt 1 World 1 nonlinear shrinkage with the multivariate generalized hyperbolic (MGHyp) distribution 1
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Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Type of publication (narrower categories)
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Aufsatzsammlung 1 Graue Literatur 1 Hochschulschrift 1 Non-commercial literature 1
Language
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English 1
Author
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Hediger, Simon 1
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ECONIS (ZBW) 1
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New methods for testing, prediction, and estimation with applications to finance
Hediger, Simon - 2023
Persistent link: https://www.econbiz.de/10014282051
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