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  • Search: subject:"quickly fluctuating functions"
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Financial time series 1 efficient markets 1 forecasting 1 heteroscedasticity 1 low-pass filters 1 mathematical finance 1 nonstandard analysis 1 operational calculus 1 quickly fluctuating functions 1 random walks 1 technical analysis 1 trends 1 volatility 1
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Free 1
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Book / Working Paper 1
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English 1
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Fliess, Michel 1 Join, Cédric 1
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HAL 1
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A mathematical proof of the existence of trends in financial time series
Fliess, Michel; Join, Cédric - HAL - 2009
We are settling a longstanding quarrel in quantitative finance by proving the existence of trends in financial time series thanks to a theorem due to P. Cartier and Y. Perrin, which is expressed in the language of nonstandard analysis (Integration over finite sets, F. & M. Diener (Eds):...
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