A multivariate nonparametric test for return and volatility timing
Wessel Marquering, Marno Verbeek
| Year of publication: |
2004
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|---|---|
| Authors: | Marquering, Wessel A. ; Verbeek, Marno |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 1.2004, 4, p. 250-260
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| Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Kapitaleinkommen | Capital income | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Aktienindex | Stock index | USA | United States | 1970-2001 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003307431