1LINTON O, MAASOUMI E, WHANG Y J. Consistent testing for stochastic dominance under general sampling schemes[ J]. The Review of Economic Studies, 2005,72 (3) :735 -765.
2CHO Younghyun, LINTON O, WHANG Yoonjae. Are there Monday effects in stock returns: A stochastic domi- nance approach [ J ]. Journal of Empirical Finance, 2007,14 ( 5 ) : 736 - 755.
3HOROWITZ J L. The handbook of econometrics [ M ]. Amsterdam: North Holland, 2000.