Pages that link to "Item:Q2461269"
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The following pages link to A Hausman test for Brownian motion (Q2461269):
Displaying 4 items.
- A high-low based omnibus test for symmetry, the Lévy property, and other hypotheses on intraday returns (Q2430251) (← links)
- Exact simulation of final, minimal and maximal values of Brownian motion and jump-diffusions with applications to option pricing (Q2655744) (← links)
- Correlation estimation using components of Japanese candlesticks (Q4554230) (← links)
- A functional data approach to model score difference process in professional basketball games (Q5139089) (← links)