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A risk-based and risk-free investment is estimated semi-parametric statistical model
Author: HanChengYu
Tutor: ZuoShaoLin;LinLu
School: Shandong University
Course: Probability Theory and Mathematical Statistics
Keywords: Semi-parametric regression model Discrete-time asset pricing Kernel estimator Parameter Estimation Asymptotic behavior
CLC: O212
Type: Master's thesis
Year: 2009
Downloads: 128
Quote: 0
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Abstract
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CLC: > Mathematical sciences and chemical > Mathematics > Probability Theory and Mathematical Statistics > Mathematical Statistics
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