Equity index replication with standard and robust regression estimators

DOI10.1007/s002910000043zbMath1017.91081OpenAlexW3125003459MaRDI QIDQ1841815

Niklas Wagner, Günter Bamberg

Publication date: 18 February 2001

Published in: OR Spektrum (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s002910000043

zbMATH Keywords

linear regressionrobust estimationtracking errornonlinear estimationapproximate equity index replication

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

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