Showing 1 - 10 of 103
Motivated by increment process modeling for two correlated random and non-random systems from a discrete-time asset pricing with both risk free asset and risky security, we propose a class of semiparametric regressions for a combination of a non-random and a random system. Unlike classical...
Persistent link: https://www.econbiz.de/10008772580
Persistent link: https://www.econbiz.de/10009671178
Persistent link: https://www.econbiz.de/10009684113
Persistent link: https://www.econbiz.de/10003332109
Persistent link: https://www.econbiz.de/10003590654
Persistent link: https://www.econbiz.de/10003510454
Persistent link: https://www.econbiz.de/10009272684
Persistent link: https://www.econbiz.de/10010222068
Persistent link: https://www.econbiz.de/10012821224
Persistent link: https://www.econbiz.de/10012098776