Coefficient of variation (CV) plays an important role in statistical practice; however, its sampling distribution may not be easy to compute. In this paper, the distributional properties of the sample ...
Appropriate modeling of time-varying dependencies is very important for quantifying financial risk, such as the risk associated with a portfolio of financial assets. Most of the papers analyzing ...
Appropriate modeling of time-varying dependencies is very important for quantifying financial risk, such as the risk associated with a portfolio of financial assets. Most of the papers analyzing ...
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