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"Interval estimation for the Sharpe Ratio when returns are not i.i.d. with ..."

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

Lucio De Capitani (2012)

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DOI: 10.1007/S10260-012-0198-Z

access: closed

type: Journal Article

metadata version: 2020-05-25

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Lucio De Capitani:
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. Stat. Methods Appl. 21(4): 517-537 (2012)

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