Equity index replication with standard and robust regression estimators (Q1841815): Difference between revisions
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Revision as of 04:54, 5 March 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)
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18 February 2001
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approximate equity index replication
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linear regression
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robust estimation
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nonlinear estimation
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tracking error
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