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subject:"Volatility"
~isPartOf:"Econometric reviews"
~person:"Knight, John L."
~subject:"Devisenmarkt"
~subject:"Theorie"
~subject:"Zeitreihenanalyse"
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continuous empirical characteristic function
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Knight, John L.
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Continuous empirical characteristics function estimation of mixtures of normal parameters
Xu, Dinghai
;
Knight, John L.
- In:
Econometric reviews
30
(
2011
)
1
,
pp. 25-50
Persistent link: https://www.econbiz.de/10008990461
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Finite sample comparisons of the distributions of the OLS and GLS estimators in regression with an integrated regressor and correlated errors
Maekawa, Koichi
- In:
Econometric reviews
17
(
1998
)
4
,
pp. 387-413
Persistent link: https://www.econbiz.de/10001250283
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