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~isPartOf:"Working paper / La Trobe University, School of Economics and Finance"
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Small sample properties of alternative tests for martingale difference hypothesis
Amélie, Charles
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Darné, Olivier
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Kim, Jae H.
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2010
Persistent link: https://www.econbiz.de/10009579698
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Improved interval estimation of long run response from a dynamic linear model : a highest density region approach
Kim, Jae H.
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Fraser, Iain M.
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Hyndman, Rob J.
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2010
Persistent link: https://www.econbiz.de/10009579699
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Short-horizon return predictability in international equity markets
Shamsuddin, Abul
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Kim, Jae H.
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2009
Persistent link: https://www.econbiz.de/10009579720
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