Analyzing the Stability of Price Response Functions: Measuring the Influence of Different Parameters in a Monte Carlo Comparison

  • Brusch M
  • Baier D
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Brusch, M., & Baier, D. (2009). Analyzing the Stability of Price Response Functions: Measuring the Influence of Different Parameters in a Monte Carlo Comparison (pp. 527–535). https://doi.org/10.1007/978-3-642-01044-6_48

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