Multivariate Tests of Mean-Variance Efficiency and Spanning With a Large Number of Assets and Time-Varying Covariances

DOI10.1080/07350015.2015.1019510MaRDI QIDQ6667066zbMATH OpenFDO

Authors Sermin Gungor, Richard Luger

Publication date 20 January 2025

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)

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