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Q4450673 - MaRDI portal

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scientific article; zbMATH DE number 2042818
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scientific article; zbMATH DE number 2042818

    Statements

    author
    Shao-Jun Zhang
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    Xu-Feng Niu
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    James S. K. Ang
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    publication date
    15 February 2004
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    Mathematics Subject Classification ID
    62P05
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    62M10
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    62J05
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    91B28
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    zbMATH DE Number
    2042818
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    zbMATH Keywords
    abnormal returns
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    average squared error loss
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    infinite moving average processes
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    stationary processes
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    tables
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