Testing for mean-variance spanning : A survey
| Year of publication: |
2001
|
|---|---|
| Authors: | Nijman, T.E. ; de Roon, F.A. |
| Institutions: | Tilburg University, School of Economics and Management |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Published in Journal of Empirical Finance (2001), v.8, nr.2, p.111-156 |
| Source: |
Persistent link: https://www.econbiz.de/10011089098