Testing the continuous semimartingale hypothesis for the S&P 500
Year of publication: |
2006
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Authors: | Peters, Remco T. ; Vilder, Robin G. de |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 24.2006, 4, p. 444-454
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Subject: | Aktienindex | Stock index | Stochastischer Prozess | Stochastic process | Schätzung | Estimation | USA | United States | Martingal | Martingale |
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