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LECTURE ON THE MARKOV SWITCHING MODEL CHUNG-MING KUAN Institute of Economics Academia Sinica This version: April 19, 2002 c Chung-Ming Kuan (all rights reserved). Address…

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Psychological Methods 1997, Vol.2, No. 3,292-307 Copyright 1997 by the American PsychologicalAssociation,Inc. 1082-989X/97/$3.00 On the Meaning and Use of Kurtosis Lawrence…

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Curve Fitting Toolbox For Use with MATLAB® Computation Visualization Programming User’s Guide Version 1 How to Contact The MathWorks Web Newsgroup www.mathworks.com/contact_TS.html…

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SEQUENTIAL MONTE CARLO METHODS FOR PHYSICALLY BASED RENDERING by Shaohua Fan A dissertation submitted in partial fulfillment of the requirements for the degree of Doctor…

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A STEP BY STEP APPROACH TO VALUE AT RISK – RELEVANCE FOR INDIAN MARKET Golaka.C.Nath* Background Banks and financial institutions experience different types of risk, such…

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Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis Eric Zivot; Donald W. K. Andrews Journal of Business & Economic Statistics, Vol.…