Equity index replication with standard and robust regression estimators (Q1841815)
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scientific article; zbMATH DE number 1565846
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| English | Equity index replication with standard and robust regression estimators |
scientific article; zbMATH DE number 1565846 |
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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0.7186601758003235
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0.7121222615242004
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0.7105439901351929
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0.7003063559532166
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0.694874107837677
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