Narrow search
Showing 1 - 6 of 6
Cover Image
ROBUSTNESS OF AUGMENTED BIB DESIGNS AGAINST UNAVAILABILITY OF SOME OBSERVATIONS
Duan, Xiaoping; Kageyama, Sanpei - In: Sankhya / B : the Indian journal of statistics 57 (1995) 3, pp. 405-419
Persistent link: https://www.econbiz.de/10006535216
Cover Image
SHORTER PAPERS - Variance-ratio Statistics and High-frequency Data: Testing for Changes in Intraday Volatility Patterns
Andersen, Torben G.; Bollerslev, Tim; Das, Ashish - In: The journal of finance : the journal of the American … 56 (2001) 1, pp. 305-328
Persistent link: https://www.econbiz.de/10006565898
Cover Image
ON OPTIMALITY OF SOME PARTIAL DIALLEL CROSS DESIGNS
Das, Ashish; Dean, Angela M.; Gupta, Sudhir - In: Sankhya / B : the Indian journal of statistics 60 (1998) 3, pp. 511-524
Persistent link: https://www.econbiz.de/10006520640
Cover Image
NOTES A Note on Demand Draft Charges Levied by Banks
Das, Ashish; Kumar, Rajeev; Kumar, Prasanna - In: Economic and political weekly : a Sameeksha Trust publ 45 (2010) 39, pp. 71-79
Persistent link: https://www.econbiz.de/10008710279
Cover Image
Underwriting versus economy : a new approach to decomposing mortgage losses
Das, Ashish; Stein, Roger M. - In: The journal of credit risk : published quarterly by … 5 (2009/10) 2, pp. 19-41
Persistent link: https://www.econbiz.de/10009932470
Cover Image
TESTING FOR MARKET MICROSTRUCTURE EFFECTS IN INTRADAY VOLATILITY: A REASSESSMENT OF THE TOKYO FX EXPERIMENT
Anderson, Torben G.; Bollerslev, Tim; Das, Ashish - 1998
Persistent link: https://www.econbiz.de/10006992295