Browsing All of EconStor by Author Liu, Lin
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Year of Publication | Title | Author(s) |
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2020 | How to compare market efficiency? The Sharpe ratio based on the ARMA-GARCH forecast | Liu, Lin; Chen, Qiguang |
Year of Publication | Title | Author(s) |
---|---|---|
2020 | How to compare market efficiency? The Sharpe ratio based on the ARMA-GARCH forecast | Liu, Lin; Chen, Qiguang |