Gram-Charlier Approximations Applied to t Ratios of k-Class Estimators
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Bibliographic InfoArticle provided by Econometric Society in its journal Econometrica.
Volume (Year): 43 (1975)
Issue (Month): 2 (March)
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- Trino-Manuel Niguez & Ivan Paya & D Peel & Javier Perote, 2013. "Higher-order moments in the theory of diversification and portfolio composition," Working Papers 18297128, Lancaster University Management School, Economics Department.
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