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person:"Ullah, Aman"
subject:"Theory"
~accessRights:"restricted"
~subject:"Mean reversion"
~subject:"Statistische Verteilung"
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Ullah, Aman
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Note on approximate skewness and kurtosis of the two-stage least-square estimator
Nagar, Anirudh L.
;
Ullah, Aman
- In:
Indian economic review : official journal of Delhi …
54
(
2019
)
1
,
pp. 147-157
Persistent link: https://www.econbiz.de/10012226200
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2
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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