Equity index replication with standard and robust regression estimators (Q1841815)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Equity index replication with standard and robust regression estimators |
scientific article; zbMATH DE number 1565846
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equity index replication with standard and robust regression estimators |
scientific article; zbMATH DE number 1565846 |
Statements
Equity index replication with standard and robust regression estimators (English)
0 references
18 February 2001
0 references
approximate equity index replication
0 references
linear regression
0 references
robust estimation
0 references
nonlinear estimation
0 references
tracking error
0 references
