Estimating portfolio conditional returns distribution through style analysis models
Year of publication: |
2008
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Authors: | Attardi, Laura ; Vistocco, Domenico |
Published in: |
Mathematical and statistical methods in insurance and finance : [MAF2006 Conference, organized at the University of Salerno ; at the Campus of Fisciano]. - Milan [u.a.] : Springer, ISBN 88-470-0703-8. - 2008, p. 11-17
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Subject: | Kapitalanlage | Financial investment | Kapitaleinkommen | Capital income | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis |
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