All Outputs (2)

Sensitivity of detrended long-memory processes (2013)
Journal Article
Banerjee, A. (2013). Sensitivity of detrended long-memory processes. Communications in Statistics - Theory and Methods, 42(20), 3770-3780. https://doi.org/10.1080/03610926.2011.638426

Active Momentum Trading versus Passive "1/N Naive Diversification (2013)
Journal Article
Hung, C., & Banerjee, A. (2013). Active Momentum Trading versus Passive "1/N Naive Diversification. Quantitative Finance, 13(5), 655-663. https://doi.org/10.1080/14697688.2013.766760