Test for fractional degree stochastic dominance with applications to stock preferences for China and the United States
Jianli Wang, Xiong Xiong, Lin Zhou and Xu Guo
| Year of publication: |
2021
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|---|---|
| Authors: | Wang, Jianli ; Xiong, Xiong ; Zhou, Lin ; Guo, Xu |
| Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 24.2021, 2, p. 89-112
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| Subject: | fractional degree stochastic dominance | bootsstrap | market efficiency | risk preference | USA | United States | China | Stochastischer Prozess | Stochastic process | Risikopräferenz | Risk attitude | Schätzung | Estimation | Effizienzmarkthypothese | Efficient market hypothesis | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOR.2021.022 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013284833