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Non-parametric and semi-parametric asset pricing. (2011). Ormos, Mihály ; Erdos, Peter ; Zibriczky, David.
In: Economic Modelling.
RePEc:eee:ecmode:v:28:y:2011:i:3:p:1150-1162.

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  1. Nonparametric regression with warped wavelets and strong mixing processes. (2021). Porto, Rogerio F ; Morettin, Pedro A ; Gomez, Luz M.
    In: Annals of the Institute of Statistical Mathematics.
    RePEc:spr:aistmt:v:73:y:2021:i:6:d:10.1007_s10463-021-00789-0.

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  2. Abszolút hozamú befektetési alapok teljesítményének értékelése - a teljesítménymanipulálás kimutatása. (2019). Racz, David Andor.
    In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
    RePEc:ksa:szemle:1856.

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  3. Expected downside risk and asset prices: characteristics of emerging and developed European markets. (2017). Ormos, Mihály ; Timotity, Dusan.
    In: Empirica.
    RePEc:kap:empiri:v:44:y:2017:i:3:d:10.1007_s10663-016-9329-3.

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  4. Generalized asset pricing: Expected Downside Risk-based equilibrium modeling. (2016). Ormos, Mihály ; Timotity, Dusan.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:52:y:2016:i:pb:p:967-980.

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  5. Generalized asset pricing: Expected Downside Risk-Based Equilibrium Modelling. (2015). Ormos, Mihály ; Timotity, Dusan.
    In: Papers.
    RePEc:arx:papers:1512.01806.

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  6. Entropy-Based Financial Asset Pricing. (2015). Ormos, Mihály ; Zibriczky, David.
    In: Papers.
    RePEc:arx:papers:1501.01155.

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  7. Entropy-Based Financial Asset Pricing. (2014). Ormos, Mihály ; Zibriczky, David.
    In: PLOS ONE.
    RePEc:plo:pone00:0115742.

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  8. Non-parametric and semi-parametric asset pricing: An application to the Colombian stock exchange. (2014). Gomez-Gonzalez, Jose ; Sanabria-Buenaventura, Elioth Mirsha .
    In: Economic Systems.
    RePEc:eee:ecosys:v:38:y:2014:i:2:p:261-268.

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  9. Non-Parametric and Semi-Parametric Asset Pricing: An Application to the Colombian Stock Exchange. (2012). Sanabria, Elioth ; Gomez-Gonzalez, Jose ; Sanabria-Buenaventura, Elioth Mirsha .
    In: Borradores de Economia.
    RePEc:col:000094:009384.

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  10. Non-Parametric and Semi-Parametric Asset Pricing: An Application to the Colombian Stock Exchange. (2012). Sanabria, Elioth ; Gomez-Gonzalez, Jose ; Sanabria-Buenaventura, Elioth Mirsha .
    In: Borradores de Economia.
    RePEc:bdr:borrec:697.

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