%0 Journal Article %1 journals/sma/Capitani12 %A Capitani, Lucio De %D 2012 %J Stat. Methods Appl. %K dblp %N 4 %P 517-537 %T Interval estimation for the Sharpe Ratio when returns are not i.i.d. with special emphasis on the GARCH(1, 1) process with symmetric innovations. %U http://dblp.uni-trier.de/db/journals/sma/sma21.html#Capitani12 %V 21

@article{journals/sma/Capitani12, added-at = {2020-05-25T00:00:00.000+0200}, author = {Capitani, Lucio De}, biburl = {https://www.bibsonomy.org/bibtex/2decbf1f1891a78167b3837132e4fd448/dblp}, ee = {https://doi.org/10.1007/s10260-012-0198-z}, interhash = {f47e5d1dd2678e72e6262156befd6d62}, intrahash = {decbf1f1891a78167b3837132e4fd448}, journal = {Stat. Methods Appl.}, keywords = {dblp}, number = 4, pages = {517-537}, timestamp = {2020-05-26T11:52:16.000+0200}, title = {Interval estimation for the Sharpe Ratio when returns are not i.i.d. with special emphasis on the GARCH(1, 1) process with symmetric innovations.}, url = {http://dblp.uni-trier.de/db/journals/sma/sma21.html#Capitani12}, volume = 21, year = 2012 }