A multivariate nonparametric test for return and volatility timing
Year of publication: |
2004
|
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Authors: | Marquering, Wessel A. ; Verbeek, Marno |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 1.2004, 4, p. 250-260
|
Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Kapitaleinkommen | Capital income | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Aktienindex | Stock index | USA | United States | 1970-2001 |
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