Measuring long-run security price performance: a review Lähettänyt globaladmin Ke, 05.08.2015 - 09.23 Lue lisää Measuring long-run security price performance: a review
Improved calendar time approach for measuring long-run anomalies Lähettänyt globaladmin Ke, 05.08.2015 - 09.13 Lue lisää Improved calendar time approach for measuring long-run anomalies
The realization problem for Herglotz-Nevanlinna functions Lähettänyt globaladmin Ma, 18.05.2015 - 07.22 Lue lisää The realization problem for Herglotz-Nevanlinna functions
Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian-fractional Brownian model Lähettänyt globaladmin Ma, 27.04.2015 - 08.50 Lue lisää Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian-fractional Brownian model
Representation of Self-Similar Gaussian Processes Lähettänyt globaladmin Ma, 02.02.2015 - 12.43 Lue lisää Representation of Self-Similar Gaussian Processes
Testing for Cumulative Abnormal Returns in Event Studies with the Rank Test Lähettänyt globaladmin Ke, 31.12.2014 - 11.17 Lue lisää Testing for Cumulative Abnormal Returns in Event Studies with the Rank Test
Distribución de las transformaciones lineales de los residuos mínimos cuadrados studentizados internamente. / Distribtion of linear transformations of internally studentized least squares residuals. Lähettänyt globaladmin Ke, 31.12.2014 - 11.03 Lue lisää Distribución de las transformaciones lineales de los residuos mínimos cuadrados studentizados internamente. / Distribtion of linear transformations of internally studentized least squares residuals.
Market conditions and time varying conditional correlations Lähettänyt globaladmin Ke, 31.12.2014 - 10.42 Lue lisää Market conditions and time varying conditional correlations
Pathwise Integrals and Itô–Tanaka Formula for Gaussian Processes Lähettänyt globaladmin Ma, 22.12.2014 - 21.06 Lue lisää Pathwise Integrals and Itô–Tanaka Formula for Gaussian Processes
