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Chinese cross-border M&As in the "One Belt One Road" countries : the impact of Confucius Institutes

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Moment-Implied Densities: Properties and Applications

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Suppose one uses a parametric density function based on the first four (conditional) moments to model risk. There are quite a few densities to choose from and depending on which is selected, one implicitly assumes very different tail behavior and very different feasible skewness/kurtosis...

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