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