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A multivariate nonparametric test for return and volatility timing
Marquering, Wessel; Verbeek, Marno - In: Finance Research Letters 1 (2004) 4, pp. 250-260
Persistent link: https://www.econbiz.de/10005397331
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The generalized asymmetric dynamic covariance model
de Goeij, Peter; Marquering, Wessel - In: Finance Research Letters 2 (2005) 2, pp. 67-74
Persistent link: https://www.econbiz.de/10005397427