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person:"White, Halbert"
type_genre:"Article in journal"
~isPartOf:"Journal of banking & finance"
~person:"Cai, Zongwu"
~person:"Miller, Patrick"
~subject:"Nonparametric statistics"
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Nonparametric statistics
Estimation theory
2
Nichtparametrisches Verfahren
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Regression analysis
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Conditional capital asset pricing model
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White, Halbert
Cai, Zongwu
Miller, Patrick
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Hartmann-Wendels, Thomas
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Huang, Jinbo
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Journal of banking & finance
Journal of econometrics
14
Econometric reviews
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Journal of the American Statistical Association : JASA
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Quantitative economics : QE ; journal of the Econometric Society
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ECONIS (ZBW)
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A semiparametric conditional capital asset pricing model
Cai, Zongwu
;
Ren, Yu
;
Yang, Bingduo
- In:
Journal of banking & finance
61
(
2015
),
pp. 117-126
Persistent link: https://www.econbiz.de/10011545159
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2
Loss given default for leasing : parametric and nonparametric estimations
Hartmann-Wendels, Thomas
;
Miller, Patrick
;
Töws, Eugen
- In:
Journal of banking & finance
40
(
2014
),
pp. 364-375
Persistent link: https://www.econbiz.de/10010403743
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