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~isPartOf:"Working papers / Ryerson University, Department of Economics"
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Capital market returns
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fixed-bandwidth asymptotics
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heteroskedasticity and autocorrelation robust variance
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kernel density estimator
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local polynomial estimator
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A fixed-bandwith view of the pre-asymptotic inference for Kernel smooting with time series data
Kim, Min Seong
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Sun, Yixiao
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Yang, Jingjing
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2015
Persistent link: https://www.econbiz.de/10011378410
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Is volatility clustering of asset returns asymmetric?
Ning, Cathy Q.
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Xu, Dinghai
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Wirjanto, Tony S.
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2014
Persistent link: https://www.econbiz.de/10011382186
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