Narrow search
Showing 1 - 2 of 2
Cover Image
A multivariate nonparametric test for return and volatility timing
Marquering, Wessel A.; Verbeek, Marno - In: Finance research letters 1 (2004) 4, pp. 250-260
Persistent link: https://www.econbiz.de/10003307431
Cover Image
The generalized asymmetric dynamic covariance model
Goeij, Peter de; Marquering, Wessel A. - In: Finance research letters 2 (2005) 2, pp. 67-74
Persistent link: https://www.econbiz.de/10002883177