Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency (Q1753612)
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English | Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency |
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Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency (English)
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29 May 2018
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quantile regression
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stochastic dominance
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Brownian bridge
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Internet bubble crisis
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subprime crisis
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