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Model. 9. Multivariate Linear Microstructure Models. 10. Multiple Securities and Multiple Prices. 11. Dealers and Their …
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Seit seiner Entwicklung in den sechziger Jahren ist das CAPM das anerkannteste Kapitalmarktmodell in Theorie und Praxis …
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to future advances. They present a balanced synthesis of financial theory and statistical methodology. Recognizing that … statistical theory, the book also addresses the needs of applied researchers employed by financial institutions. …
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