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subject:"Prognoseverfahren"
subject:"Regression analysis"
~isPartOf:"Journal of banking & finance"
~person:"Cai, Zongwu"
~source:"econis"
~subject:"Generalized F-test"
~subject:"Moment test"
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Prognoseverfahren
Regression analysis
Generalized F-test
Moment test
CAPM
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Conditional capital asset pricing model
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Estimation
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Estimation theory
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Functional coefficient regression
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Smoothly clipped absolute deviation penalty
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Cai, Zongwu
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Journal of banking & finance
Working papers series in theoretical and applied economics
17
Journal of econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Economics letters
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Journal of the American Statistical Association : JASA
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
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Econometric theory
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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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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