Citation: Av. Ligeralde, COVARIANCE-MATRIX ESTIMATORS AND TESTS OF MARKET-EFFICIENCY, Journal of international money and finance, 16(2), 1997, pp. 323-343
Citation: Av. Ligeralde et Bw. Brown, BAND COVARIANCE-MATRIX ESTIMATION USING RESTRICTED RESIDUALS - A MONTE-CARLO ANALYSIS, International economic review, 36(3), 1995, pp. 751-767