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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
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Jul 20 2006 Arne Risa Hole
  Small-sample properties of tests for heteroscedasticity in the conditional logit model
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