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~person:"Dufour, Jean-Marie"
~person:"Kim, Jae H."
~source:"econis"
~subject:"Korrelation"
~subject:"Martingale"
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Korrelation
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Bootstrap approach
38
Bootstrap-Verfahren
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Dufour, Jean-Marie
Kim, Jae H.
Hounyo, Ulrich
7
Varneskov, Rasmus Tangsgaard
4
Darné, Olivier
3
Messemer, Clarisse
3
Moundigbaye, Mantobaye
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3
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Charles, Amélie
2
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2
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2
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2
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Cahier / Département de Sciences Économiques, Université de Montréal
1
Econometric reviews
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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ECONIS (ZBW)
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1
Adaptive markets hypothesis for Islamic stock indices : evidence from Dow Jones size and sector-indices
Charles, Amélie
;
Darné, Olivier
;
Kim, Jae H.
- In:
International economics : a journal published by CEPII …
151
(
2017
),
pp. 100-112
Persistent link: https://www.econbiz.de/10011793836
Saved in:
2
Small sample properties of alternative tests for martingale difference hypothesis
Amélie, Charles
;
Darné, Olivier
;
Kim, Jae H.
-
2010
Persistent link: https://www.econbiz.de/10009579698
Saved in:
3
Small sample properties of alternative tests for martingale difference hypothesis
Charles, Amélie
;
Darné, Olivier
;
Kim, Jae H.
- In:
Economics letters
110
(
2011
)
2
,
pp. 151-154
Persistent link: https://www.econbiz.de/10009241666
Saved in:
4
Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of econometrics
106
(
2002
)
1
,
pp. 143-170
Persistent link: https://www.econbiz.de/10001633720
Saved in:
5
Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions
Dufour, Jean-Marie
;
Khalaf, Lynda
-
2000
Persistent link: https://www.econbiz.de/10001504719
Saved in:
6
Estimation and inference in SUR models when the number of equations is large
Fiebig, Denzil G.
;
Kim, Jae H.
- In:
Econometric reviews
19
(
2000
)
1
,
pp. 105-130
Persistent link: https://www.econbiz.de/10001455667
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