Test for market timing using daily fund returns
Lei Jiang, Weimin Liu, and Liang Peng
| Year of publication: |
2023
|
|---|---|
| Authors: | Jiang, Lei ; Liu, Weimin ; Peng, Liang |
| Subject: | ARMA-GARCH model | Heavy tails | Market timing | Mutual funds | Investmentfonds | Investment Fund | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | ARCH-Modell | ARCH model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2021.2006670 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013540664