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Nov 19 2017 Simeon Ebechidi and Eleanya K. Nduka
  Modeling the Impact of Oil Price Shocks on Energy Sector Stock Returns: Evidence from Nigeria
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Oct 26 2017 Tak Wai Chau
  Identification through Heteroscedasticity: What If We Have the Wrong Form?
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Dec 13 2015 Steffen Ahrens and Matthias Hartmann
  Cross-sectional evidence on state-dependent versus time-dependent price setting
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Apr 22 2015 Kazumitsu Nawata
  Robust estimation based on the third-moment restriction of the error terms for the Box-Cox transformation model: An estimator consistent under heteroscedasticity
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Mar 26 2012 Dimitrios P. Louzis , Spyros Xanthopoulos - Sissinis and Apostolos P. Refenes
  Stock index Value-at-Risk forecasting: A realized volatility extreme value theory approach
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Sep 02 2011 Elena B. Pokryshevskaya and Evgeny A. Antipov
  Applying a CART-based approach for the diagnostics of mass appraisal models
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 20 2006 Arne Risa Hole
  Small-sample properties of tests for heteroscedasticity in the conditional logit model
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