The effect of conditional heteroskedasticity on
common statistical procedures for means and
variances |
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Authors: | Hendrik?Kl?verEmail author Friedrich?Schmid |
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Affiliation: | 1.Graduiertenkolleg Risikomanagement,Universit?t zu K?ln,K?ln;2.Seminar für Wirtschafts- und Sozialstatistik,Universit?t zu K?ln,K?ln |
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