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Research outputJump to: Working papers
- Wuertz, Diethelm & Katzgraber, Helmut, 2009. "Precise finite-sample quantiles of the Jarque-Bera adjusted Lagrange multiplier test," MPRA Paper 19155, University Library of Munich, Germany.
- Scott, David J & Würtz, Diethelm & Dong, Christine & Tran, Thanh Tam, 2009. "Moments of the generalized hyperbolic distribution," MPRA Paper 19081, University Library of Munich, Germany.
CitationsMany of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.
- Wuertz, Diethelm & Katzgraber, Helmut, 2009.
"Precise finite-sample quantiles of the Jarque-Bera adjusted Lagrange multiplier test,"
19155, University Library of Munich, Germany.
- Campbell, Cynthia J. & Cowan, Arnold R. & Salotti, Valentina, 2010. "Multi-country event-study methods," Journal of Banking & Finance, Elsevier, vol. 34(12), pages 3078-3090, December.
- Scott, David J & Würtz, Diethelm & Dong, Christine & Tran, Thanh Tam, 2009.
"Moments of the generalized hyperbolic distribution,"
19081, University Library of Munich, Germany.
- Jose Luis Alayon G., 2015. "Distribucion hiperbolica generalizada: una aplicacion en la seleccion de portafolios y en cuantificacion de medidas de riesgo de mercado," REVISTA DE ECONOMÍA DEL ROSARIO, UNIVERSIDAD DEL ROSARIO, vol. 18(2), pages 249-308, December.
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