Bamberg G.

G. Bamberg

Information about the author G. Bamberg will soon be added to the site.
Found 3 papers in total
Equity index replication with standard and robust regression estimators
2000
Approximate equity index replication, based on a linear regression setting, is...
A model for analyzing limit order trading in index futures markets
1999
Open positions in futures are rarely held until expiration. Typically, the position...
Decision-theoretic analysis of envisaged income tax reforms for FRG and USA
1988
There are essentially two alternatives to analyse the impacts of tax reform proposals...
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