Testing the stationarity of the variance-covariance matrix of currency returns
Michael G. Papaioannou ; Tuğrul Temel ; Neeraj Rajpal
| Year of publication: |
1994
|
|---|---|
| Authors: | Papaioannou, Michael G. |
| Other Persons: | Temel, Tuğrul T. (contributor) ; Rajpal, Neeraj (contributor) |
| Published in: |
ODTÜ gelişme dergisi / Orta Doǧu Teknik Üniversitesi, Iktisadi ve Idari Bilimler Fakültesi. - Ankara : [Verlag nicht ermittelbar], ISSN 1010-9935, ZDB-ID 857122-3. - Vol. 21.1994, 2, p. 275-289
|
| Subject: | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | Schätztheorie | Estimation theory | Theorie | Theory | 1982-1990 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001176168