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The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions

✍ Scribed by Hooi-Hooi Lean; Wing-Keung Wong; Xibin Zhang

Book ID: 104042367
Publisher: Elsevier Science
Year: 2008
Tongue: English
Weight: 584 KB
Volume: 79
Category: Article
ISSN: 0378-4754
DOI: 10.1016/j.matcom.2007.09.002

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