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Maximum Likelihood Estimation...
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Liu, Shi-Miin
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Monte Carlo Sampling Approach to Testing Nonnested Hypotheses: Monte Carlo Results
Coulibaly, N.
;
Brorsen, B.W.
- In:
Econometric reviews
18
(
1999
)
2
,
pp. 195-210
Persistent link: https://www.econbiz.de/10006914275
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2
Performance persistence and the source of returns for hedge funds
Harri, A.
;
Brorsen, B.W.
- In:
Applied financial economics
14
(
2004
)
2
,
pp. 131-142
Persistent link: https://www.econbiz.de/10007651655
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3
Daily Futures Price Changes and Non-linear Dynamics
Yang, S.R.
;
Brorsen, B.W.
- In:
Structural change and economic dynamics : SC+ED
5
(
1994
)
1
,
pp. 111-132
Persistent link: https://www.econbiz.de/10007711859
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4
Demand for red meat, poultry, and fish in Morocco: an almost ideal demand system
Mdafri, A.
;
Brorsen, B.W.
- In:
Agricultural economics : the journal of the …
9
(
1993
)
2
,
pp. 155-164
Persistent link: https://www.econbiz.de/10007016762
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5
Maximum likelihood estimation of a Garch-Stable model
Liu, Shi-Miin
- In:
Journal of applied econometrics
10
(
1995
)
3
,
pp. 273-285
Persistent link: https://www.econbiz.de/10001183991
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6
Impact of the price adjustment process and trading noise on return patterns of grain futures
Liu, Shi-Miin
- In:
The journal of futures markets
12
(
1992
)
5
,
pp. 575-585
Persistent link: https://www.econbiz.de/10001129990
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7
The price-adjustment process and efficiency of grain futures markets implied by return series of various time intervals
Liu, Shi-Miin
- In:
Review of futures markets
10
(
1992
)
1
,
pp. 16-42
Persistent link: https://www.econbiz.de/10001132155
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8
Parities and spread trading in gold and silver markets : a fractional cointegration analysis
Liu, Shi-Miin
;
Chou, Chih-hsien
- In:
Applied financial economics
13
(
2003
)
12
,
pp. 879-891
Persistent link: https://www.econbiz.de/10001817154
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9
Trading-hour and day-of-the-week effects in grain futures returns
Liu, Shi-Miin
- In:
Review of futures markets
13
(
1994
)
3
,
pp. 861-896
Persistent link: https://www.econbiz.de/10001169327
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10
Forecasting the nearby basis of live cattle
Liu, Shi-Miin
(
contributor
)
- In:
The journal of futures markets
14
(
1994
)
3
,
pp. 259-273
Persistent link: https://www.econbiz.de/10001169800
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