Stochastic frontier model in financial econometrics : a copula-based approach
Year of publication: |
[2017]
|
---|---|
Authors: | Phachongchit Tibprasorn ; Kittawit Autchariyapanitkul ; Songsak Sriboonchitta |
Published in: |
Robustness in econometrics. - Cham : Springer, ISBN 978-3-319-50741-5. - 2017, p. 575-586
|
Subject: | Copulas | Gaussian quadrature rule | Optimization method | Price efficiency | Stochastic frontier model | Technische Effizienz | Technical efficiency | Stochastischer Prozess | Stochastic process | Theorie | Theory | Multivariate Verteilung | Multivariate distribution |
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