A robust test for monotonicity in asset returns (Q6581763)
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scientific article; zbMATH DE number 7890155
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A robust test for monotonicity in asset returns |
scientific article; zbMATH DE number 7890155 |
Statements
A robust test for monotonicity in asset returns (English)
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1 August 2024
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monotonicity tests
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expected asset returns
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heavy-tailed distributions
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sign test
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portfolio sorts
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