Multivariate Tests of Mean-Variance Efficiency and Spanning With a Large Number of Assets and Time-Varying Covariances
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Publication:6667066
DOI10.1080/07350015.2015.1019510MaRDI QIDQ6667066FDOQ6667066
Authors: Sermin Gungor, Richard Luger 
Publication date: 20 January 2025
Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)
Nonparametric hypothesis testing (62G10) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)
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