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Statistics and finance : an introduction
Ruppert, David - 2004
regression using splines, are introduced as needed. The classical methods of finance such as portfolio theory, CAPM, and the …:Introduction * Probability and Statistical Models * Returns * Time Series Models * Portfolio Theory * Regression * The Capital Asset Pricing …
Persistent link: https://www.econbiz.de/10001805902
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Minimax estimator for linear models with nonrandom disturbances
Christopeit, Norbert - 1996
Persistent link: https://www.econbiz.de/10000986998
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Regressionsschätzung in geschichteten logistischen Grundgesamtheiten
Knüppel, Lothar; Wieland, Cristian - 2000
Persistent link: https://www.econbiz.de/10001560653
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Analysis and evaluation of moderator effects in regression models : state of art, alternatives and empirical example
Helm, Roland; Mark, Antje - 2008
Persistent link: https://www.econbiz.de/10003798811
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Empirische Wirtschaftsforschung : Grundlagen - Methoden - Beispiele
Galata, Robert; Wessler, Markus; Augustin, Rita; … - 2013
Persistent link: https://www.econbiz.de/10014006567
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Regressions- und Korrelationsanalyse : Grundlagen, Methoden, Beispiele
Rönz, Bernd - 1992
Persistent link: https://www.econbiz.de/10000336458
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Running regressions : a practical guide to quantitative research in economics, finance and development studies
Baddeley, Michelle; Barrowclough, Diana - 2009 - 1. publ.
Persistent link: https://www.econbiz.de/10003804102
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Inference for high-dimensional sparse econometric models
Belloni, Alexandre; Chernozhukov, Victor; Hansen, … - 2011
econometrics. High dimensional sparse models arise in situations where many regressors (or series terms) are available and the …-dimensional econometrics ; instrumental regression ; partially linear regression ; returns-to-schooling ; growth regression …
Persistent link: https://www.econbiz.de/10009419335
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A nonparametric regression cross spectrum for multivariate time series
Beran, Jan - 2008
We consider dependence structures in multivariate time series that are characterized by deterministic trends. Results from spectral analysis for stationary processes are extended to deterministic trend functions. A regression cross covariance and spectrum are defined. Estimation of these...
Persistent link: https://www.econbiz.de/10003876876
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A course on statistics for finance
Sclove, Stanley L. - 2013
Persistent link: https://www.econbiz.de/10009735154