Monthly download statistics
The entire DSpace
/
Asiakasorganisaatiot
/
DHanken Digital Repository of Hanken School of Economics
/
Journal Articles and Conference Papers
/ Statistics
7 / 2023
8 / 2023
9 / 2023
10 / 2023
11 / 2023
12 / 2023
1 / 2024
2 / 2024
3 / 2024
4 / 2024
5 / 2024
6 / 2024
Total
A Lagrange multiplier test for testing the adequacy of the constant conditional correlation GARCH model
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15
An intraday analysis of the Dow-30 stocks during the early stages of the COVID-19 pandemic
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Arbitrage at the Racetrack
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30
Aspects of Pareto distributions
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43
Aspects on the history of twin research: Statistical congresses in the 19th century and Hellin's law
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8
Assessing scale-wise similarity of curves with a thick pen : As illustrated through comparisons of spectral irradiance
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9
Comparison of health care costs between claimants and nonclaimants in the no-fault compensation system of Finland
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29
Empirical analyses of income: Finland (2009) and Australia (1967-1968)
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20
ESG Issues and Career Prospects of Directors : Evidence from the International Director Labor Market
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35
Income Inequality Measures
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Indirect estimation of a simultaneous limited dependent variable model for patient costs and outcome
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9
International stock market comovement in time and scale outlined with a thick pen
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Peer review in mega journals compared with traditional scholarly journals : does it make a difference?
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9
Regression Analyses of Income Inequality Indices
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1
Seasonality and multiple maternities: Comparisons between different models
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27
Short-, Long- and Cross-Term Comovement of OMXH25 Stocks
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29
Solar spectrum through the wavelet lens
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Spectrum of Sex Ratios in Denmark
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Subsampling inference for the autocorrelations of GARCH processes
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Talent responses to talent status awareness — Not a question of simple reciprocation
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Using LaTeX's moodle package and R's Sweave to easily create data-driven, up-to-date financial mathematics and statistics quizzes for Moodle
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Wavelet semi-parametric inference for long memory in volatility in the presence of a trend
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Wild Bootstrap Tests for Autocorrelation in Vector Autoregressive Models
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31