Monotonicity in asset returns: New tests with applications to the term structure, the CAPM, and portfolio sorts☆

DOI10.1016/J.JFINECO.2010.06.006MaRDI QIDQ142144FDO

Authors Andrew J. Patton, Allan Timmermann

Publication date December 2010

Published in Journal of Financial Economics (Search for Journal in Brave)

Cited in

(1)

• monotonicity

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