Efficient and robust estimation for financial returns: an approach based on q-entropy
Year of publication: |
2010-02
|
---|---|
Authors: | Ferrari, Davide ; Paterlini, Sandra |
Institutions: | Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia |
Subject: | q-entropy | robust estimation | power-divergence | _nancial returns |
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