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Kapitaleinkommen
Estimation theory
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Analysis of variance
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Capital income
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Regressionsanalyse
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1976-1997
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Aktienmarkt
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Central limit theorem Weakly dependent random variables Associated sequences Strongly mixing
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Local time Wiener process
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Markov chain Monte Carlo
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Neuseeland
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New Zealand
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Primary 62E25
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Schätzung
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Stochastic integrals stable processes Lp-norms
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Stock Returns
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Stock market
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and p-mixing sequences
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asymptotic approximation
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bootstrap sample mean mixing sequences
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conditional marginal density estimation
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dichotomy theorems partial sums
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efficiency
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exponential inequality
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importance-weighted marginal density estimation
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increasing dimension
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influence function
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kernel density estimation
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Hao, Yu
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Shao, Qi-man
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Yu, Jun
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Annals of economics and finance
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Working paper series / Department of Economics, Auckland Business School, The University of Auckland
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ECONIS (ZBW)
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A test and its application in modelling daily stock returns
Shao, Qi-man
;
Hao, Yu
;
Yu, Jun
-
1999
Persistent link: https://www.econbiz.de/10001435251
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Do stock returns follow a finite variance distribution?
Shao, Qi-man
;
Hao, Yu
;
Yu, Jun
- In:
Annals of economics and finance
2
(
2001
)
2
,
pp. 467-486
Persistent link: https://www.econbiz.de/10001732291
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