False discoveries in volatility timing of mutual funds
Year of publication: |
2012
|
---|---|
Authors: | Kim, Sangbae ; In, Francis |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 36.2012, 7, p. 2083-2094
|
Publisher: |
Elsevier |
Subject: | Mutual fund | Volatility timing | False discovery rate |
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