2 options
Consistent testing for stochastic dominance : a subsampling approach / by Oliver Linton, Esfandiar Maasoumi and Yoon-Jae Whang.
- Format:
- Book
- Author/Creator:
- Linton, Oliver.
- Series:
- LSE Financial Markets Group discussion paper series 0956-8549 ; no. 407.
- LSE Financial Markets Group discussion paper series, 0956-8549 ; no. 407
- Language:
- English
- Subjects (All):
- Finance--Mathematical models.
- Finance.
- Investments--Mathematical models.
- Investments.
- Stochastic processes.
- Statistical decision.
- Physical Description:
- 30 pages : illustrations ; 21 cm.
- Place of Publication:
- London : Financial Markets Group, London School of Economics, 2002.
- Notes:
- Includes bibliographical references (pages 22-25).
- "February 2002."
- OCLC:
- 49385123
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