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Mean reversion, tax arbitrage and hidden Markov modeling of risk premia

Author: Li, Zhixin
Publisher: National Library of Canada = Bibliothèque nationale du Canada 2001
Dissertation: Thesis / Dissertation ETD
Edition/Format:   Thesis/dissertation : Thesis/dissertation : eBook : English
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Genre/Form: Electronic thesis or dissertation
Material Type: Thesis/dissertation, Internet resource
Document Type: Internet Resource
All Authors / Contributors: Li, Zhixin
OCLC Number: 654169006
Language Note: English
Notes: application/pdf

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