Asymptotic and Bayesian confidence intervals for sharpe-style weights
Tae-hwan Kim; Halbert White; Douglas Stone
| Year of publication: |
2005
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|---|---|
| Authors: | Kim, Tae-hwan ; White, Halbert ; Stone, Douglas |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 3.2005, 3, p. 315-343
|
| Subject: | Style Regression | Regressionsanalyse | Regression analysis | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| 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/10002989025