Statistical testing for asymptotic no-arbitrage in financial markets (Q2786041)
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scientific article; zbMATH DE number 5786372
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical testing for asymptotic no-arbitrage in financial markets |
scientific article; zbMATH DE number 5786372 |
Statements
16 September 2010
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large financial market
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asymptotic no-arbitrage
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martingale
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contiguity
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likelihood ratio
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time-varying ARCH model
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0.8636607
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0.8608046
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0.86053765
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0.8560193
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0.8497709
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0.84832156
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Statistical testing for asymptotic no-arbitrage in financial markets (English)
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