Finite sample distributions of risk-return ratios
Reza Habibi
| Year of publication: |
2017
|
|---|---|
| Authors: | Habibi, Reza |
| Published in: |
Journal of business and finance. - Islamabad : eSci Journals Publishing, ISSN 2305-1825, ZDB-ID 2728133-4. - Vol. 3.2017, 1, p. 15-19
|
| Subject: | Bootstrap | Chi-squared approximation | Gram-Charlier expansion | Finite sample distribution | GARCH time series | Risk-return ratio | S&P 500 | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation theory | Risiko | Risk | Bootstrap-Verfahren | Bootstrap approach | Kapitaleinkommen | Capital income |
| 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/10012019269