How to compare market efficiency? The Sharpe ratio based on the ARMA-GARCH forecast
Crossref DOI link: https://doi.org/10.1186/s40854-020-00200-6
Published Online: 2020-10-15
Published Print: 2020-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Liu, Lin http://orcid.org/0000-0001-6616-8621
Chen, Qiguang
Text and Data Mining valid from 2020-10-15
Version of Record valid from 2020-10-15
Article History
Received: 29 November 2019
Accepted: 29 August 2020
First Online: 15 October 2020
Competing interests
: The authors declare that they have no competing interests.