The following pages link to Raymond Kan (Q391605):
Displayed 17 items.
- On the moments of ratios of quadratic forms in normal random variables (Q57675) (← links)
- GENERATING FUNCTIONS AND SHORT RECURSIONS, WITH APPLICATIONS TO THE MOMENTS OF QUADRATIC FORMS IN NONCENTRAL NORMAL VECTORS (Q57679) (← links)
- (Q528172) (redirect page) (← links)
- Chi-squared tests for evaluation and comparison of asset pricing models (Q528174) (← links)
- On the estimation of asset pricing models using univariate betas (Q631271) (← links)
- On computing Schur functions and series thereof (Q2338623) (← links)
- From moments of sum to moments of product (Q2476150) (← links)
- On the distribution of the sample autocorrelation coefficients (Q2630152) (← links)
- On distributions of ratios (Q2797344) (← links)
- Evaluation of Asset Pricing Models Using Two-Pass Cross-Sectional Regressions (Q3112459) (← links)
- The Distribution of the Sample Minimum-Variance Frontier (Q3117730) (← links)
- COMPUTATIONALLY EFFICIENT RECURSIONS FOR TOP-ORDER INVARIANT POLYNOMIALS WITH APPLICATIONS (Q3551021) (← links)
- Spurious Inference in Reduced-Rank Asset-Pricing Models (Q4614976) (← links)
- PROPERTIES OF THE INVERSE OF A NONCENTRAL WISHART MATRIX (Q5059130) (← links)
- Densities of the extreme eigenvalues of Beta–MANOVA matrices (Q5197364) (← links)
- The densities and distributions of the largest eigenvalue and the trace of a Beta–Wishart matrix (Q5860226) (← links)
- Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models (Q5862492) (← links)