✦ LIBER ✦
Interval estimation for the Sharpe Ratio when returns are not i.i.d. with special emphasis on the GARCH(1,1) process with symmetric innovations
✍ Scribed by Lucio De Capitani
- Book ID
- 126348945
- Publisher
- Springer
- Year
- 2012
- Tongue
- English
- Weight
- 255 KB
- Volume
- 21
- Category
- Article
- ISSN
- 1613-981X
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