scientific article; zbMATH DE number 1932263

MaRDI QIDQ4709528zbMATH OpenFDO

Authors Xiaomao Liu, Jun Zhang

Publication date 22 June 2003

Mathematics Subject Classification ID

Economic time series analysis (91B84)

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Cited in

(2)

• Hypothesis testing with the Sharpe and Treynor portfolio: performance measures given non-synchronous trading
• An econometric analysis of nonsynchronous trading

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