Covariance matrix estimators and tests of market efficiency

Journal of International Money and Finance

Volumn 16, Issue 2, 1997, Pages 323-343

  Ligeralde, Antonio V ^a  

^a MIAMI UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0031116580     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0261-5606(96)00059-9     Document Type: Article

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