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subject:"Strukturbruch"
~isPartOf:"Journal of banking & finance"
~subject:"CAPM"
~subject:"Monte Carlo simulation"
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Search: subject_exact:"Statistischer Test"
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Journal of banking & finance
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1
Modeling asset returns under time-varying semi-nonparametric distributions
León Valle, Ángel Manuel
;
Ñíguez, Trino-Manuel
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012520880
Saved in:
2
Testing for cojumps in high-frequency financial data : an approach based on first-high-low-last prices
Liao, Yin
;
Anderson, Heather M.
- In:
Journal of banking & finance
99
(
2019
),
pp. 252-274
Persistent link: https://www.econbiz.de/10012162415
Saved in:
3
Generalized runs tests to detect randomness in hedge funds returns
Hentati-Kaffel, Rania
;
De Peretti, Philippe
- In:
Journal of banking & finance
50
(
2015
),
pp. 608-615
Persistent link: https://www.econbiz.de/10010510178
Saved in:
4
The performance of cross-sectional regression tests of the CAPM with non-zero pricing errors
Murtazashvili, Irina
;
Vozlyublennaia, Nadia
- In:
Journal of banking & finance
36
(
2012
)
4
,
pp. 1057-1066
Persistent link: https://www.econbiz.de/10009557825
Saved in:
5
Detecting the presence of insider trading via structural break tests
Olmo, Jose
;
Pilbeam, Keith
;
Pouliot, William
- In:
Journal of banking & finance
35
(
2011
)
11
,
pp. 2820-2828
Persistent link: https://www.econbiz.de/10009373153
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