Title:

Averages: There Is Still Something to Learn

Author:

José Dias Curto (ISCTE - Instituto Universitário de Lisboa)

Journal:

Computational Economics

Year:

2022

Volume:

60

Number:

2

Pages:

755-779

JEL codes:

C58 - Financial Econometrics
C15 - Statistical Simulation Methods; Monte Carlo Methods; Bootstrap Methods

DOI:

10.1007/s10614-021-10165-y