ESTIMATION OF ECONOMETRIC MODELS WITH NONPARAMETRICALLY SPECIFIED RISK TERMS (Q4471133)
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scientific article; zbMATH DE number 2076120
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| English | ESTIMATION OF ECONOMETRIC MODELS WITH NONPARAMETRICALLY SPECIFIED RISK TERMS |
scientific article; zbMATH DE number 2076120 |
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ESTIMATION OF ECONOMETRIC MODELS WITH NONPARAMETRICALLY SPECIFIED RISK TERMS (English)
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18 June 2004
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Risk premium, Exchange market, Semiparametric estimation, square root n-consistency, Asymptotic normality
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0.7657291293144226
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0.7473320960998535
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0.746190071105957
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0.7445241212844849
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0.7393519282341003
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