On the properties of the coefficient of determination in regression models with infinite variance variables (Q2451781)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the properties of the coefficient of determination in regression models with infinite variance variables |
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On the properties of the coefficient of determination in regression models with infinite variance variables (English)
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4 June 2014
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coefficient of determination
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\(\alpha\)-stable distributions
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signal to noise ratio
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density transformation theorem
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Monte Carlo simulation
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Fama-MacBeth regression
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CAPM
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