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Evaluating density forecasts via the copula approach
Chen, Xiaohong; Fan, Yanqin - In: Finance research letters 1 (2004) 1, pp. 74-84
Persistent link: https://www.econbiz.de/10003307253
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Bias of a value-at-risk estimator
Bao, Yong; Ullah, Aman - In: Finance research letters 1 (2004) 4, pp. 241-249
Persistent link: https://www.econbiz.de/10003307425
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Moments of the estimated Sharpe ratio when the observations are not IID
Bao, Yong; Ullah, Aman - In: Finance research letters 3 (2006) 1, pp. 49-56
Persistent link: https://www.econbiz.de/10003300877