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Moments of the product and ratio of two correlated chi-square variables
Joarder, Anwar H.
- In:
Statistical papers
50
(
2009
)
3
,
pp. 581-592
Persistent link: https://www.econbiz.de/10003844046
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2
Some useful integrals and their applications in correlation analysis
Joarder, Anwar H.
- In:
Statistical papers
49
(
2008
)
2
,
pp. 211-224
Persistent link: https://www.econbiz.de/10003644489
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3
Modelling count data with overdispersion and spatial effects
Gschlößl, Susanne
;
Czado, Claudia
- In:
Statistical papers
49
(
2008
)
3
,
pp. 531-552
Persistent link: https://www.econbiz.de/10003715380
Saved in:
4
Fractals or I.I.D. : evidence of long-range dependence and heavy tailedness from modeling German equity market returns
Sun, Wei
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of economics & business
59
(
2007
)
6
,
pp. 575-595
Persistent link: https://www.econbiz.de/10003615737
Saved in:
5
Value at risk using hyperbolic distributions
Bauer, Christian
- In:
Journal of economics & business
52
(
2000
)
5
,
pp. 455-467
Persistent link: https://www.econbiz.de/10001523719
Saved in:
6
On Terrelś characterization of uniform distribution
López-Blázquez, Fernando
;
Salamanca Miño, B.
- In:
Statistical papers
40
(
1999
)
3
,
pp. 335-342
Persistent link: https://www.econbiz.de/10001401613
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