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An Information-Based Approach to the Change-Point Problem of the Noncentral Skew t Distribution with Applications to Stock Market Data

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An empirical analysis of the volatility of the Japanese stock price index: a non-parametric approach

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Journal of Applied Statistics, Vol. 38, Iss. 7, 2011-07 ,pp. : 1381-1394

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Nonparametric Tail Copula Estimation: An Application to Stock and Volatility Index Returns

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PARTIALLY SEQUENTIAL NONPARAMETRIC TWO-"SAMPLE TEST FOR ORDERED CATEGORICAL'DATA

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