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Detecting multi-fractal properties in asset returns : the failure of the "scaling estimator"
Lux, Thomas, (2003)
Adaptive testing in continuous-time diffusion models
Gao, Jiti, (2004)
Estimating Nonlinear Dynamic Equilibrium Economies : A Likelihood Approach
Fernández-Villaverde, Jesús, (2014)
Automating the Price Discovery Process : Some International Comparisons and Regulatory Implications
Domowitz, Ian, (1992)
A Taxonomy of Automated Trade Execution Systems
A note on the measurement of cost/quantity relationships in the aircraft industry
Gallant, A. R., (1968)