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Persistent link: https://www.econbiz.de/10003971853
We propose a procedure for estimating the critical values of the extended Kolmogorov- Smirnov tests of First and Second Order Stochastic Dominance in the general K-prospect case. We allow for the observations to be serially dependent and, for the first time, we can accommodate general dependence...
Persistent link: https://www.econbiz.de/10010296467