Finite sample distributions of risk-return ratios
Year of publication: |
2017
|
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Authors: | Habibi, Reza |
Published in: |
Journal of business and finance. - Islamabad : eSci Journals Publishing, ISSN 2305-1825, ZDB-ID 2728133-4. - Vol. 3.2017, 1, p. 15-19
|
Subject: | Bootstrap | Chi-squared approximation | Gram-Charlier expansion | Finite sample distribution | GARCH time series | Risk-return ratio | S&P 500 | Zeitreihenanalyse | Time series analysis | Statistische Verteilung | Statistical distribution | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory | Kapitaleinkommen | Capital income |
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