Testing for mean-variance spanning : A survey
| Year of publication: |
1998
|
|---|---|
| Authors: | Nijman, Theo ; de Roon, F.A. |
| Institutions: | Tilburg University, Center for Economic Research |
| Subject: | capital markets | variance | testing |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series CentER Discussion Paper Number 1998-132 |
| Source: |
Persistent link: https://www.econbiz.de/10011091183