Title of article :
Unconditional return disturbances: A non-parametric simulation approach
Author/Authors :
Robert G. Tompkins، نويسنده , , Rita L. D’Ecclesia، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2005
Pages :
28
From page :
287
To page :
314
Keywords :
Simulation Methods , Back-testing , Stochastic Volatility , Historical simulation
Journal title :
Journal of Banking and Finance
Serial Year :
2005
Journal title :
Journal of Banking and Finance
Record number :
193822
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=193822
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