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Extra info for A- and B-stability for Runge-Kutta methods-characterizations and equivalence

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Kurt. D. Skew. Kurt. D. Skew. Kurt. D. Skew. Kurt. D. Skew. Kurt. D. Skew. Kurt. D. Skew. Kurt. D. Skew. Kurt. D. Skew. Kurt. D. Skew. Kurt. 052 DBOT Table IV Summary statistics ~mean, standard deviation, skewness, and excess kurtosis! of raw and conditional one-day normalized returns of Nasdaq stocks from 1962 to 1996, in five-year subperiods, and in size quintiles. , and double bottom ~DBOT!. All returns have been normalized by subtraction of their means and division by their standard deviations.

P-value g t~ ; ! p-value g Diff. p-value g p-value g t~ ' ! p-value g t~ ; ! p-value g Diff. p-value g p-value g t~ ' ! p-value g t~ ; ! p-value g Diff. 030 g p-value g t~ ' ! p-value g t~ ; ! p-value g Diff. p-value g p-value g t~ ' ! p-value g t~ ; ! p-value g Diff. p-value g p-value g t~ ' ! p-value g t~ ; ! p-value g Diff. 627 Foundations of Technical Analysis 1761 1762 The Journal of Finance Table IX Bootstrap percentiles for the Kolmogorov–Smirnov test of the equality of conditional and unconditional one-day return distributions for NYSE0AMEX and Nasdaq stocks from 1962 to 1996, and for size quintiles, under the null hypothesis of equality.

Kurt. D. Skew. Kurt. D. Skew. Kurt. D. Skew. Kurt. 374 DBOT Table III Summary statistics ~mean, standard deviation, skewness, and excess kurtosis! of raw and conditional one-day normalized returns of NYSE0 AMEX stocks from 1962 to 1996, in five-year subperiods, and in size quintiles. , and double bottom ~DBOT!. All returns have been normalized by subtraction of their means and division by their standard deviations. D. Skew. Kurt. D. Skew. Kurt. D. Skew. Kurt. D. Skew. Kurt. D. Skew. Kurt. D. Skew.

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