Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency (Q1753612)

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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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