Covariance matrix estimators and tests of market efficiency
Antonio V. Ligeralde
| Year of publication: |
1997
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|---|---|
| Authors: | Ligeralde, Antonio Velasco |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 16.1997, 2, p. 323-343
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| Subject: | Effizienzmarkthypothese | Efficient market hypothesis | Devisenmarkt | Foreign exchange market | Schätztheorie | Estimation theory | Theorie | Theory | Schätzung | Estimation | Kanada | Canada | Deutschland | Germany | Japan | Schweiz | Switzerland | Großbritannien | United Kingdom |
| 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://ebvufind01.dmz1.zbw.eu/10001225587