๐”– Bobbio Scriptorium
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A note on statistical models for individual hedge fund returns

โœ Scribed by Ryozo Miura; Yoshimitsu Aoki; Daisuke Yokouchi


Book ID
105857503
Publisher
Springer
Year
2008
Tongue
English
Weight
989 KB
Volume
69
Category
Article
ISSN
0340-9422

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๐Ÿ“œ SIMILAR VOLUMES


A note on goodness-of-fit statistics for
โœ Timothy J. Tardiff ๐Ÿ“‚ Article ๐Ÿ“… 1976 ๐Ÿ› Springer US ๐ŸŒ English โš– 575 KB

In the case of models designed to explain the choice among a finite set of alternatives, a number of goodness-of-fit statistics have been reported. This paper is primarily concerned with the properties of one of these statistics, the likelihood ratio index. By comparing the likelihood ratio index w