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Q4355844 - MaRDI portal

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scientific article; zbMATH DE number 1064370
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English
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scientific article; zbMATH DE number 1064370

    Statements

    author
    Andrew W. Lo
    0 references
    publication date
    23 March 1998
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    zbMATH Keywords
    random walk
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    long-term memory in stock market prices
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    performance evaluation
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    statistical estimation of diffusion processes
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    Identifiers

    zbMATH DE Number
    1064370
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