Converting true returns into reported returns : a general theory of linear smoothing and anti-smoothing
Michael McKenzie; Stephen Satchell; Warapong Wongwachara
| Year of publication: |
2014
|
|---|---|
| Authors: | McKenzie, Michael D. ; Satchell, Stephen ; Wongwachara, Warapong |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 28.2014, p. 215-229
|
| Subject: | Smoothing | Anti-smoothing | Appraisal | Time series | Alternative asset returns | Theorie | Theory | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis |
| 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/10011285066