Equity index replication with standard and robust regression estimators

DOI10.1007/S002910000043MaRDI QIDQ1841815zbMATH OpenOpenAlexFDO

Authors Günter Bamberg, Niklas Wagner

Publication date 18 February 2001

Published in OR Spektrum (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s002910000043

zbMATH Keywords

linear regressionrobust estimationtracking errornonlinear estimationapproximate equity index replication

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

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