Real-Time Applications of Monitoring and Empirical Performance

Author:

Jeng Jau-Lian

Publisher

Springer International Publishing

Reference18 articles.

1. Andrews, D.W.K. 1991. Heteroskedasticity and Autocorrelation Consistent Covariance Estimation. Econometrica 59 (3): 817–858.

2. Araujo, A., and E. Giné. 1980. The Central Limit Theorem for Real and Banach Valued Random Variables. New York: Wiley.

3. Brown, S.J., and J.B. Warner. 1985. Using Daily Returns: The Case of Event Studies. Journal of Financial Economics 14: 3–31.

4. Dehling, H. 1983. Limit Theorems for Sums of Weakly Dependent Banach Space Valued Random Variables. Probability Theory and Related Fields 63: 393–432.

5. Eberlein, E. 1986. On Strong Invariance Principles under Dependence Assumptions. Annals of Probability 14: 260–270.

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