Yumin Yen

Academia Sinica

Nankang

Taipei, 11529

Taiwan

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Scholarly Papers (1)

1.

A Nonparametric Test of a Strong Leverage Hypothesis

Number of pages: 89 Posted: 13 Sep 2012 Last Revised: 26 May 2015
University of Cambridge, Seoul National University - School of Economics and Academia Sinica
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Abstract:

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Distribution function, Leverage Effect, Gaussian Process