Minimax estimation with random coefficients: Theory and application to stock returns (Q1914889)
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scientific article; zbMATH DE number 885570
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimax estimation with random coefficients: Theory and application to stock returns |
scientific article; zbMATH DE number 885570 |
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Minimax estimation with random coefficients: Theory and application to stock returns (English)
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9 June 1996
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improved estimation
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empirical analysis
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capital asset pricing model
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stock market returns
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approximate minimax
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random coefficient regression model
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0.8679355
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