Equity index replication with standard and robust regression estimators (Q1841815): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 11:34, 1 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equity index replication with standard and robust regression estimators |
scientific article |
Statements
Equity index replication with standard and robust regression estimators (English)
0 references
18 February 2001
0 references
approximate equity index replication
0 references
linear regression
0 references
robust estimation
0 references
nonlinear estimation
0 references
tracking error
0 references
