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A publicação pode ser exportada nos seguintes formatos: referência da APA (American Psychological Association), referência do IEEE (Institute of Electrical and Electronics Engineers), BibTeX e RIS.

Exportar Referência (APA) 
Curto, J. & Pinto, J. (2009). The coefficient of variation asymptotic in case of non-iid random variables. Journal of Applied Statistics. 36 (1-2), 21-32
Exportar Referência (IEEE) 
J. J. Curto and J. C. Pinto,  "The coefficient of variation asymptotic in case of non-iid random variables", in Journal of Applied Statistics, vol. 36, no. 1-2, pp. 21-32, 2009
Exportar BibTeX 
@article{curto2009_1732198251574,
	author = "Curto, J. and Pinto, J.",
	title = "The coefficient of variation asymptotic in case of non-iid random variables",
	journal = "Journal of Applied Statistics",
	year = "2009",
	volume = "36",
	number = "1-2",
	doi = "10.1080/02664760802382491",
	pages = "21-32",
	url = ""
}
Exportar RIS 
TY  - JOUR
TI  - The coefficient of variation asymptotic in case of non-iid random variables
T2  - Journal of Applied Statistics
VL  - 36
IS  - 1-2
AU  - Curto, J.
AU  - Pinto, J.
PY  - 2009
SP  - 21-32
SN  - 0266-4763
DO  - 10.1080/02664760802382491
AB  - Due to the widespread use of the coefficient of variation in empirical finance, we derive its asymptotic sampling distribution in the case of non-iid random variables to deal with autocorrelation and/or conditional heteroskedasticity stylized facts of financial returns. We also propose statistical tests for the comparison of two coefficients of variation based on asymptotic normality and studentized time-series bootstrap. In an illustrative example, we analyze the monthly return volatility of six stock market indexes during the years 1990–2007.
ER  -