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~isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
~subject:"Efficient market hypothesis"
~subject:"Stochastic process"
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Efficient market hypothesis
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Estimation theory
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
Journal of econometrics
62
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Economics letters
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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European journal of operational research : EJOR
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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Optimal rate for nonparametric estimation in deterministic dynamical systems
Guerre, Emmanuel
;
Maes, J.
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1998
Persistent link: https://www.econbiz.de/10000984193
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2
Statistical inference for random variance option pricing
Pastorello, Sergio
;
Renault, Eric
;
Touzi, Nizar
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1997
Persistent link: https://www.econbiz.de/10000984169
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3
A review on techniques of estimation in long-memory processes : application to intra-day data
Bisaglia, Luisa
;
Guégan, Dominique
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1996
Persistent link: https://www.econbiz.de/10000950816
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