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A new method for estimating Sharpe ratio function via local maximum likelihood 期刊论文
JOURNAL OF APPLIED STATISTICS, 2022, 页码: 19
Authors:  Xu, Wenchao;  Lin, Hongmei;  Tong, Tiejun;  Zhang, Riquan
Favorite  |  View/Download:57/0  |  Submit date:2023/02/07
Direct method  heteroscedastic non-parametric regression  joint limiting distribution  local polynomial smoothing  Sharpe ratio function