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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of empirical finance"
~person:"Chakravarty, Sugato"
~subject:"Monte Carlo simulation"
~subject:"Volatilität"
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Chakravarty, Sugato
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European journal of operational research : EJOR
Journal of empirical finance
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A Bayesian analysis of dual trader informativeness in futures markets
Chakravarty, Sugato
;
Li, Kai
- In:
Journal of empirical finance
10
(
2003
)
3
,
pp. 355-371
Persistent link: https://www.econbiz.de/10001752108
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