http://ir.sinica.edu.tw/handle/201000000A/41250
Title: | Estimation errors of the sharpe ratio for long-memory stochastic volatility models | Authors: | Ho, Hwai-Chung | Issue Date: | 2006 | Publisher: | Beachwood, Ohio : Institute of Mathematical Statistics | Relation: | Time Series and Related Topics: in Memory of Ching-Zong Wei (USA : Beachwood, Ohio : Institute of Mathematical Statistics) | URI: | http://ir.sinica.edu.tw/handle/201000000A/41250 |
Appears in Collections: | 統計科學研究所 |
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