Correcting for heteroscedasticity in tests for market timing ability
William Breen ; Ravi Jagannathan ; Aharon R. Ofer
| Year of publication: |
1986
|
|---|---|
| Authors: | Breen, William |
| Other Persons: | Jagannathan, Ravi (contributor) ; Ofer, Aharon R. (contributor) |
| Published in: |
The journal of business : B. - Chicago, Ill. : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 241617-7. - Vol. 59.1986, 4, p. 585-598
|
| Subject: | Schätztheorie | Estimation theory | Portfolio-Management | Portfolio selection |
| 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/10001014975