Smoothed Semicovariance Estimation
Year of publication: |
[2021]
|
---|---|
Authors: | Rigamonti, Andrea ; Ferrari, Davide ; Weissensteiner, Alex ; Paterlini, Sandra |
Publisher: |
[S.l.] : SSRN |
Subject: | Schätztheorie | Estimation theory | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics |
Extent: | 1 Online-Ressource (20 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 18, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3786023 [DOI] |
Classification: | C13 - Estimation ; G11 - Portfolio Choice ; D81 - Criteria for Decision-Making under Risk and Uncertainty |
Source: | ECONIS - Online Catalogue of the ZBW |
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