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~isPartOf:"Journal of empirical finance"
~person:"Chan, Chia-ying"
~person:"Romano, Joseph P."
~subject:"Bootstrap-Verfahren"
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Bootstrap-Verfahren
Bootstrap approach
2
CAPM
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Statistical test
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Statistischer Test
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Bootstrap
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Bootstrap likelihood test
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Capital income
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Covered warrants
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Efficient market hypothesis
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Chan, Chia-ying
Romano, Joseph P.
Wolf, Michael
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Chung, San-lin
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Journal of empirical finance
Working paper series / University of Zurich, Department of Economics
6
Working paper / Institute for Empirical Research in Economics, University of Zürich
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Discussion paper series / IZA
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Econometric theory
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Journal of econometrics
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University of Zurich Institute for Empirical Research in Economics Working Paper
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University of Zurich Working Paper
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University of Zurich, Department of Economics, Working Paper
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Working papers / Universitat Pompeu Fabra, Department of Economics and Business
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Testing for monotonicity in expected asset returns
Romano, Joseph P.
;
Wolf, Michael
- In:
Journal of empirical finance
23
(
2013
),
pp. 93-116
Persistent link: https://www.econbiz.de/10010221769
Saved in:
2
Empirical test of the efficiency of the UK covered warrants market : stochastic dominance and likelihood ratio test approach
Chan, Chia-ying
;
Peretti, Christian de
;
Qiao, Zhuo
; …
- In:
Journal of empirical finance
19
(
2012
)
1
,
pp. 162-174
Persistent link: https://www.econbiz.de/10009615744
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