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~isPartOf:"Discussion paper"
~isPartOf:"Economics and finance working paper series"
~isPartOf:"Journal of financial economics"
~isPartOf:"Working papers / Universitat Pompeu Fabra, Department of Economics and Business"
~person:"Ohtani, Kazuhiro"
~subject:"CAPM"
~subject:"Estimation theory"
~subject:"Volatility"
~type:"book"
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Ohtani, Kazuhiro
Caporale, Guglielmo Maria
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Lee, Lung-Fei
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Giles, David E. A.
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Discussion paper
Economics and finance working paper series
Journal of financial economics
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
Discussion paper / Department of Economics, University of Canterbury
3
Working Paper in Economics and Management Science, Institute of Economic Reserach, Kobe University of Commerce, Working paper
1
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ECONIS (ZBW)
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The exact risks of some pre-test and Stein-type regression estimators under balanced loss
Giles, Judith A.
;
Giles, David E. A.
;
Ohtani, Kazuhiro
-
1996
Persistent link: https://www.econbiz.de/10000168487
Saved in:
2
The exact risk performance of a pre-test estimator in a heteroscedastic linear regression model under the balanced loss function
Ohtani, Kazuhiro
;
Giles, David E. A.
;
Giles, Judith A.
-
1994
Persistent link: https://www.econbiz.de/10000970188
Saved in:
3
On the estimation of regression "goodness of fit" under absolute error loss
Ohtani, Kazuhiro
;
Giles, David E. A.
-
1993
Persistent link: https://www.econbiz.de/10000970203
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