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Semiparametric diffusion estimation and application to a stock market index
Härdle, Wolfgang, (2001)
Semiparametric diffusion estimation and application to a stock market model
Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the Hurst coefficient
Hall, Peter, (1999)
Does the Gap Model Work in Asia?
McDermott, C. John, (1996)
Are Australia's Current Account Deficits Excessive?
Informational Efficiency in Developing Equity Markets
McDermott, C. John, (1995)