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~isPartOf:"Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society"
~subject:"Börsenkurs"
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Wochentagseffekte am deutschen Aktienmarkt : wie robust ist der t-Test bei unendlicher Varianz?
Krämer, Walter
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
76
(
1992
)
3
,
pp. 226-239
Persistent link: https://www.econbiz.de/10001135851
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