A multivariate nonparametric test for return and volatility timing
| Year of publication: |
2004
|
|---|---|
| Authors: | Marquering, Wessel ; Verbeek, Marno |
| Published in: |
Finance Research Letters. - Elsevier, ISSN 1544-6123. - Vol. 1.2004, 4, p. 250-260
|
| Publisher: |
Elsevier |