Pages that link to "Item:Q257461"
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The following pages link to 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 (Q257461):
Displaying 5 items.
- Inference for the Sharpe ratio using a likelihood-based approach (Q454815) (← links)
- Inference for performance measures for financial assets (Q2515379) (← links)
- Change Point Detection in The Skew-Normal Model Parameters (Q4921626) (← links)
- Direct local linear estimation for Sharpe ratio function (Q5094282) (← links)
- Interval Estimation for the Sortino Ratio and the Omega Ratio (Q5418878) (← links)