Momentum strategies : some bootstrap tests
Year of publication: |
2004
|
---|---|
Authors: | Karolyi, G. Andrew ; Kho, Bong-Chan |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 11.2004, 4, p. 509-536
|
Subject: | Wertpapierhandel | Securities trading | Simulation | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach |
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