Testing for mean-variance spanning: A survey

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Name	CentER Discussion Paper
Volume	1998-132

Keywords

@techreport{799946fbef7d475e979a9c7b5e9c9a80,

title = "Testing for mean-variance spanning: A survey",

keywords = "capital markets, variance, testing",

author = "{de Roon}, F.A. and T.E. Nijman",

note = "Pagination: 67",

year = "1998",

language = "English",

volume = "1998-132",

series = "CentER Discussion Paper",

publisher = "Econometrics",

type = "WorkingPaper",

institution = "Econometrics",

}