Title:

The Coefficient of Variation Asymptotic Distribution in the Case of Non-iid Random Variables

Authors:

José Dias Curto (ISCTE - Instituto Universitário de Lisboa)
José Castro Pinto (ISCTE - Instituto Universitário de Lisboa)

Journal:

Journal Of Applied Statistics

Year:

2009

Volume:

36

Pages:

21-32

JEL codes:

C46 - Econometric and Statistical Methods: Specific Distributions
G12 - Asset Pricing; Trading volume; Bond Interest Rates