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

10.1016/j.matcom.2007.09.002

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Bibliographic Details
Main Authors: Lean, H.-H., Wong, W.-K., Zhang, X.
Other Authors: ECONOMICS
Format: Article
Published: 2011
Subjects:
Online Access:http://scholarbank.nus.edu.sg/handle/10635/22358
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Institution: National University of Singapore

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