The coefficient of variation asymptotic distribution in the case of non-iid random variables

By José Dias Curto, José Castro Pinto. 2009

82 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/63543d325915e92a08de16463dd918caf9d5a2bf

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. Michael Boon Chong Khoo
2. M. Abdur Rahim
3. L. K. Tham
4. Wai Chung Yeong
5. Wei Lin Teoh
6. Zhonghua Li
7. Antonio Fernando Branco Costa

Citations in the corpus

• Monitoring the Coefficient of Variation Using a Variable Sampling Interval EWMA Chart (2017, background): “A lower CV indicates a higher expected return with less risk (Curto and Pinto (2009)).”