The performance of the European stock markets : a time-varying Sharpe ratio approach
Year of publication: |
2010
|
---|---|
Authors: | Fonseca, José Soares da |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 16.2010, 7, p. 727-741
|
Subject: | Aktienmarkt | Stock market | Volatilität | Volatility | Statistischer Test | Statistical test | Europa | Europe | 2001-2009 |
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