Inversions distribution and testing correlation changes for rates of return
Year of publication: |
2021
|
---|---|
Authors: | Czekała, Mariusz ; Kuryłek, Zbigniew |
Published in: |
European research studies. - Piraeus, ISSN 1108-2976, ZDB-ID 2479315-2. - Vol. 24.2021, 3B, p. 633-650
|
Subject: | Inversions | risk | Kendall tau | portfolio analysis | stable distribution | rate of returns | power of the test | Schätzung | Estimation | Theorie | Theory | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Statistische Verteilung | Statistical distribution | Korrelation | Correlation |
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