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RPESE

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Software:97333
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CRANRPESEMaRDI QIDQ97333FDOQ97333

Estimates of Standard Errors for Risk and Performance Measures

Anthony Christidis

Last update: 8 September 2022

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.2.5


Cites work

  • Standard errors of risk and performance estimators for serially dependent returns




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