Conditional stochastic dominance tests in dynamic settings (Q2921201)

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scientific article; zbMATH DE number 6352135
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Conditional stochastic dominance tests in dynamic settings
scientific article; zbMATH DE number 6352135

    Statements

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    7 October 2014
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    stochastic dominance tests
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    nonparametric consistent tests
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    asymptotic distribution
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    U.S. industry portfolios
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    market portfolio
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    Conditional stochastic dominance tests in dynamic settings (English)
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