Unconditional return disturbances: A non-parametric simulation approach
| Year of publication: |
2006
|
|---|---|
| Authors: | Tompkins, Robert G. ; D'Ecclesia, Rita L. |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 30.2006, 1, p. 287-314
|
| Publisher: |
Elsevier |