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Bias in the Mean Reversion Est...
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Nonparametric regression estimation with general parametric error covariance: a more efficient two-step estimator
Su, Liangjun
;
Ullah, Aman
;
Wang, Yun
- In:
Empirical economics : a journal of the Institute for …
45
(
2013
)
2
,
pp. 1009-1024
Persistent link: https://www.econbiz.de/10010178883
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On existence of moment of mean reversion estimator in linear diffusion models
Bao, Yong
;
Ullah, Aman
;
Zinde-Walsh, Victoria
- In:
Economics letters
120
(
2013
)
2
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pp. 146-148
Persistent link: https://www.econbiz.de/10010137747
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The second-order bias and mean squared error of estimators in time-series models
Bao, Yong
;
Ullah, Aman
- In:
Journal of econometrics
140
(
2007
)
2
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pp. 650-669
Persistent link: https://www.econbiz.de/10007761419
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Finite sample properties of maximum likelihood estimator in spatial models
Bao, Yong
;
Ullah, Aman
- In:
Journal of econometrics
137
(
2007
)
2
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pp. 396-413
Persistent link: https://www.econbiz.de/10007604726
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On skewness and kurtosis of econometric estimators
Bao, Yong
;
Ullah, Aman
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 232-247
Persistent link: https://www.econbiz.de/10008279068
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Specification analysis of econometric models
Ullah, Aman
- In:
Journal of quantitative economics : journal of the …
1
(
1985
)
2
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pp. 187-209
Persistent link: https://www.econbiz.de/10009926996
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Cultural comparison for the acceptance of online apparel customization
Cho, Hira
;
Wang, Yun
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The journal of consumer marketing
27
(
2010
)
6
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pp. 550-558
Persistent link: https://www.econbiz.de/10008705087
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Properties of equation reformulation of the Karush–Kuhn–Tucker condition for nonlinear second order cone optimization problems
Wang, Yun
;
Zhang, Liwei
- In:
Mathematical methods of operations research
70
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2009
)
2
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pp. 195-218
Persistent link: https://www.econbiz.de/10008325665
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Market pricing of credit-linked notes : the case of structured products in Germany
Rathgeber, Andreas
;
Wang, Yun
- In:
The journal of credit risk : published quarterly by …
7
(
2011/12
)
4
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pp. 73-101
Persistent link: https://www.econbiz.de/10009932512
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The investor behavior and futures market volatility : a theory and empirical study based on the OLG model and high-frequency data
Wang, Yun
;
Hua, Renhai
;
Zhang, Zongcheng
- In:
China finance review international
1
(
2011
)
4
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pp. 388-407
Persistent link: https://www.econbiz.de/10010081842
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