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This paper provides a mathematical proof and theoretical analysis of the one-to-one consistency between higher-order Omega and Almost Stochastic Dominance rules when evaluating fund performance. The consistency between higher-order Omega and Almost Nth-degree Stochastic Dominance reinforces the...

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Stochastic seasonality in commodity prices : the case of US natural gas

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Stochastic volatility in interest rates and nonlinearity in velocity

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Stochastic volatility in interest rates and complex dynamics in velocity

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