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~isPartOf:"Econometric reviews"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Bao, Yong"
~person:"Breunig, Robert"
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Bao, Yong
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Distribution of the mean reversion estimator in the Ornstein-Uhlenbeck process
Bao, Yong
;
Ullah, Aman
;
Wang, Yun
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 1039-1056
Persistent link: https://www.econbiz.de/10011795564
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2
On sample skewness and kurtosis
Bao, Yong
- In:
Econometric reviews
32
(
2013
)
1/4
,
pp. 415-448
Persistent link: https://www.econbiz.de/10009717785
Saved in:
3
Density estimation for clustered data
Breunig, Robert
- In:
Econometric reviews
20
(
2001
)
3
,
pp. 353-367
Persistent link: https://www.econbiz.de/10001606193
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