Inversions Distribution and Testing Correlation Changes for Rates of Return
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More about this item
Keywords
Inversions; risk; Kendall tau; portfolio analysis; stable distribution; rate of returns; power of the test.;All these keywords.
JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C46 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Specific Distributions
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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