A Multivariate Nonparametric Test for Return and Volatility Timing
| Year of publication: |
[2006]
|
|---|---|
| Authors: | Marquering, Wessel |
| Other Persons: | Verbeek, Marno (contributor) |
| Publisher: |
[2006]: [S.l.] : SSRN |
| Description of contents: | Abstract [papers.ssrn.com] |
| Extent: | 1 Online-Ressource |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | In: Finance Research Letters, Vol. 1, pp. 250-260, December 2004 Volltext nicht verfügbar |
| Classification: | G14 - Information and Market Efficiency; Event Studies ; C12 - Hypothesis Testing |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012783461