A Squared Rank Assessment of the Difference Between US and European Firm Valuation Ratios

DOI10.1007/978-3-319-02499-8_19zbMath1407.62426OpenAlexW1570088665MaRDI QIDQ4561915

Marco Marozzi

Publication date: 13 December 2018

Published in: Mathematical and Statistical Methods for Actuarial Sciences and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-02499-8_19

zbMATH Keywords

multivariate normal distributiondependence relationfinancial ratioheavy tailnessindustry sector

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

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• Finite-sample consistency of combination-based permutation tests with application to repeated measures designs
• Some notes on the location–scale Cucconi test

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