๐”– Bobbio Scriptorium
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A small sample Monte Carlo study of four system reliability bounds

โœ Scribed by Jorge Luis Romeu


Book ID
107965483
Publisher
Elsevier Science
Year
1989
Tongue
English
Weight
569 KB
Volume
16
Category
Article
ISSN
0360-8352

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In this paper, we extend results from the finance literature that explores small sample bias, due to persistent variables, in tests of present value asset pricing models. Using a Monte Carlo simulation approach, we investigate the finite sample behaviour of standard tests of the expectations hypothe