Non-parametric analysis of equity arbitrage
Year of publication: |
2014
|
---|---|
Authors: | Vortelinos, Dimitrios I. |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 33.2014, p. 199-216
|
Subject: | Arbitrage | Non-parametric | US equity markets | Evaluation | Nichtparametrisches Verfahren | Nonparametric statistics | Aktienmarkt | Stock market | Theorie | Theory | Arbitrage Pricing | Arbitrage pricing | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Börsenkurs | Share price |
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