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Nonparametric estimation of structural models for high-frequency currency market data
Bansal, Ravi
;
Gallant, A. Ronald
;
Hussey, Robert
; …
- In:
Journal of Econometrics
66
(
1995
)
1-2
,
pp. 251-287
Persistent link: https://www.econbiz.de/10005192472
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2
Market efficiency, asset returns, and the size of the risk premium in global equity markets
Bansal, Ravi
;
Lundblad, Christian
- In:
Journal of Econometrics
109
(
2002
)
2
,
pp. 195-237
Persistent link: https://www.econbiz.de/10005192496
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