Anthony-Alexander Christidis, R. Doug Martin, “RPESE: Risk and Performance Estimators Standard Errors with Serially Dependent Data”, R Journal, 2022, 13(2), 697-712, https://doi.org/10.32614/RJ-2021-106
BibTeX
@article{RJ-2021-106,
author = {Anthony-Alexander Christidis and R. Doug Martin},
title = {RPESE: Risk and Performance Estimators Standard Errors with Serially Dependent Data},
journal = {R Journal},
year = {2022},
volume = {13},
issue = {2},
pages = {697-712},
note = {https://journal.r-project.org/articles/RJ-2021-106/}
}