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1
Bayesian asset pricing testing under multivariate t-distribution
Zhang, Heng
;
Wang, Nianling
;
Li, Yong
;
Zhan, Yiwei
- In:
Applied economics letters
26
(
2019
)
11
,
pp. 898-901
Persistent link: https://www.econbiz.de/10012204429
Saved in:
2
Explaining stationary variables with non-stationary regressors
Baffes, John
- In:
Applied economics letters
4
(
1997
)
1
,
pp. 69-75
Persistent link: https://www.econbiz.de/10001217574
Saved in:
3
Sample partial autocorrelations and portmanteau tests for randomness
Kwan, Andy Cheuk-chiu
- In:
Applied economics letters
10
(
2003
)
10
,
pp. 605-609
Persistent link: https://www.econbiz.de/10001801903
Saved in:
4
On the power of the multivariate KPSS test of stationarity against fractionally integrated alternatives
Su, Jen-je
- In:
Applied economics letters
10
(
2003
)
10
,
pp. 637-641
Persistent link: https://www.econbiz.de/10001801943
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5
On the finite sample size and power of the generallized KPSS test in the presence of level breaks
Sephton, Peter S.
- In:
Applied economics letters
15
(
2008
)
10/12
,
pp. 833-843
Persistent link: https://www.econbiz.de/10003785755
Saved in:
6
KPSS test and model misspecifications
Hadri, Kaddour
;
Rao, Yao
- In:
Applied economics letters
16
(
2009
)
10/12
,
pp. 1187-1190
Persistent link: https://www.econbiz.de/10003886697
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7
Selecting between student and normal mixture distributions
Fukuda, Kosei
- In:
Applied economics letters
27
(
2020
)
7
,
pp. 549-554
Persistent link: https://www.econbiz.de/10012205726
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8
Trading frequency and the compass rose
Cai, Charlie
;
Hudson, Robert
;
Keasey, Kevin
- In:
Applied economics letters
10
(
2003
)
8
,
pp. 511-517
Persistent link: https://www.econbiz.de/10001770608
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9
Conditional skewness modelling for stock returns
Brännäs, Kurt
;
Nordman, Niklas
- In:
Applied economics letters
10
(
2003
)
11
,
pp. 725-728
Persistent link: https://www.econbiz.de/10001820302
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10
Predicting the equity premium with dividend ratios : a matter of balance
Sephton, Peter S.
- In:
Applied economics letters
12
(
2005
)
3
,
pp. 145-147
Persistent link: https://www.econbiz.de/10002621313
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