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