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A class of monotone economies in which rational expectations equilibria exist but prices do not reveal all information
Allen, Beth, (1981)
Preiserwartungen der Unternehmer : e. empir. Unters. anhand d. Ifo-Salden
Wolters, Jürgen, (1984)
Az árak előrejelzése idősorelemzési módszerekkel
Rédey, Katalin, (1983)
Arbitrage based pricing of stock index options
Figlewski, Stephen, (1985)
Forecasting volatility
Figlewski, Stephen, (1997)
Hedging with stock index futures : theory and application in a new market