Update memoire.bib
Mise a jour des titres en majuscules, rendu a la ligne 307
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@ -1,11 +1,11 @@
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@Article{KOUTROUVELIS01011980,
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Author = "I. A. Koutrouvelis",
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Doi = "10.1093/biomet/67.1.238",
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Journal = "Biometrika",
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Journal = "{B}iometrika",
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Number = 1,
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Pages = "238--240",
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Title = "{A Goodness-Of-Fit Test Of Simple Hypotheses Based
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On The Empirical Characteristic Function}",
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Title = "{{A} {G}oodness-of-{F}it {T}est Of {S}imple {H}ypotheses {B}ased
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On The {E}mpirical {C}haracteristic {F}unction}",
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Volume = 67,
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Year = 1980
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}
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@ -13,7 +13,7 @@
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@Manual{RpackageVarianceGamma,
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Author = "David Scott and Christine Yang Dong",
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Note = "R package version 0.3-1",
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Title = "{Variancegamma: The Variance Gamma Distribution}",
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Title = "{{v}ariancegamma: {T}he {V}ariance {G}amma {D}istribution}",
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Url = "http://CRAN.R-project.org/package=VarianceGamma",
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Year = 2012
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}
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@ -23,8 +23,8 @@
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Author = "{R Core Team}",
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Isbn = "3-900051-07-0",
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Organization = "R Foundation for Statistical Computing",
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Title = "{R: A Language and Environment for Statistical
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Computing}",
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Title = "{{R}: A {L}anguage and {E}nvironment for {S}tatistical
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{C}omputing}",
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Url = "http://www.R-project.org",
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Year = 2012
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}
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@ -35,7 +35,7 @@
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Journal = "Scholarpedia",
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Number = 7,
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Pages = 2928,
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Title = "{Nelder-Mead Algorithm}",
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Title = "{{N}elder-{M}ead {A}lgorithm}",
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Volume = 4,
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Year = 2009
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}
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@ -43,8 +43,8 @@
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@Book{abramowitz1965handbook,
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Author = "Milton Abramowitz and Irene A. Stegun",
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Publisher = "Dover Publications",
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Title = "Handbook Of Mathematical Functions: With Formulas,
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Graphs, And Mathematical Tables",
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Title = "{H}andbook Of {M}athematical {F}unctions: With {F}ormulas,
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{G}raphs, And {M}athematical {T}ables",
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Volume = 55,
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Year = 1965
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}
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@ -54,8 +54,8 @@
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Journal = "Notices Of The American Mathematical Society",
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Number = 11,
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Pages = "1336--1347",
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Title = "Lévy Processes: From Probability To Finance And
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Quantum Groups",
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Title = "{L}{\'e}vy {P}rocesses: {F}rom {P}robability To {F}inance And
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{Q}uantum {G}roups",
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Volume = 51,
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Year = 2004
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}
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@ -63,7 +63,7 @@
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@Book{bachelier1900theorie,
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Author = "Louis Bachelier",
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Publisher = "Gauthier-Villars",
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Title = "Th{\'e}orie De La Sp{\'e}culation",
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Title = "{T}h{\'e}orie De La sp{\'e}culation",
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Year = 1900
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}
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@ -72,7 +72,7 @@
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S.I.E. Resnick",
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Isbn = 9780817641672,
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Publisher = "Birkh{\"a}user",
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Title = "L{\'e}vy Processes: Theory and Applications",
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Title = "{L}{\'e}vy {P}rocesses: {T}heory and {A}pplications",
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Year = 2001
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}
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@ -81,15 +81,15 @@
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Journal = "The Annals of Statistics",
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Pages = "457--487",
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Publisher = "JSTOR",
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Title = "Minimum Chi-Square, Not Maximum Likelihood!",
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Title = "{M}inimum {C}hi-Square, Not {M}aximum {L}ikelihood!",
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Year = 1980
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}
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@Book{bingham2004risk,
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Author = "Nicholas H. Bingham and R{\"u}diger Kiesel",
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Publisher = "Springer",
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Title = "Risk-Neutral Valuation: Pricing And Hedging Of
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Financial Derivatives",
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Title = "{R}isk-Neutral {V}aluation: {P}ricing And {H}edging Of
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{F}inancial {D}erivatives",
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Year = 2004
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}
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@ -98,7 +98,7 @@
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Journal = "The Journal Of Political Economy",
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Pages = "637--654",
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Publisher = "JSTOR",
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Title = "The Pricing Of Options And Corporate Liabilities",
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Title = "{T}he {P}ricing Of {O}ptions And {C}orporate {L}iabilities",
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Year = 1973
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}
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@ -108,7 +108,7 @@
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Number = 1,
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Pages = "167--179",
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Publisher = "Elsevier",
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Title = "The Pricing Of Commodity Contracts",
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Title = "{T}he {P}ricing Of {C}ommodity {C}ontracts",
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Volume = 3,
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Year = 1976
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}
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@ -119,7 +119,7 @@
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Number = 430,
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Pages = "605--613",
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Publisher = "Taylor \& Francis Group",
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Title = "Bayesian Inference For Stable Distributions",
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Title = "{B}ayesian {I}nference For {S}table {D}istributions",
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Volume = 90,
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Year = 1995
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}
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@ -127,7 +127,7 @@
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@Book{butler2007saddlepoint,
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Author = "Ronald W. Butler",
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Publisher = "Cambridge University Press",
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Title = "Saddlepoint Approximations With Applications",
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Title = "{S}addlepoint {A}pproximations With {A}pplications",
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Volume = 22,
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Year = 2007
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}
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@ -137,7 +137,7 @@
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Journal = "Journal Of Computational Finance",
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Number = 4,
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Pages = "61--73",
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Title = "Option Valuation Using The Fast Fourier Transform",
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Title = "{O}ption {V}aluation {U}sing The {F}ast {F}ourier {T}ransform",
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Volume = 2,
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Year = 1999
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}
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@ -147,8 +147,8 @@
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Journal = "Econometric Theory",
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Pages = "305--330",
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Publisher = "JSTOR",
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Title = "On Consistency And Inconsistency Of Estimating
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Equations",
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Title = "{O}n {C}onsistency And {I}nconsistency Of {E}stimating
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{E}quations",
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Year = 1986
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}
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@ -158,7 +158,7 @@
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Number = 3,
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Pages = "591--597",
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Publisher = "Biometrika Trust",
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Title = "On Linear And Quadratic Estimating Functions",
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Title = "{O}n {L}inear And {Q}uadratic {E}stimating {F}unctions",
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Volume = 74,
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Year = 1987
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}
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@ -168,7 +168,7 @@
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Journal = "The Annals of Mathematical Statistics",
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Pages = "631--650",
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Publisher = "JSTOR",
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Title = "Saddlepoint Approximations In Statistics",
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Title = "{S}addlepoint {A}pproximations In {S}tatistics",
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Year = 1954
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}
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@ -178,21 +178,21 @@
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Internationale de Statistique",
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Pages = "37--48",
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Publisher = "JSTOR",
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Title = "Tail Probability Approximations",
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Title = "{T}ail {P}robability {A}pproximations",
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Year = 1987
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}
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@Techreport{derman1996modelrisk,
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Author = "Emanuel Derman",
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Institution = "Goldman Sachs",
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Title = "Model Risk",
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Title = "{M}odel {R}isk",
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Year = 1996
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}
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@Book{dodge2004statistique,
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Author = "Yadolah Dodge",
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Publisher = "Springer Verlag France",
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Title = "Statistique: Dictionnaire Encyclop{\'e}dique",
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Title = "{S}tatistique: {D}ictionnaire Encyclop{\'e}dique",
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Year = 2004
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}
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@ -202,8 +202,8 @@
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Number = 3,
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Pages = "723--726",
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Publisher = "Biometrika Trust",
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Title = "A Test For Normality Based On The Empirical
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Characteristic Function",
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Title = "{A} {T}est For {N}ormality {B}ased On The {E}mpirical
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{C}haracteristic {F}unction",
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Volume = 70,
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Year = 1983
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}
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@Book{epps2007pricing,
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Author = "Thomas W Epps",
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Publisher = "World Scientific Publishing Company Incorporated",
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Title = "Pricing Derivative Securities",
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Title = "{P}ricing {D}erivative {S}ecurities",
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Year = 2007
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}
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@Book{everitt2006cambridge,
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Author = "Brian Everitt and Anders Skrondal",
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Publisher = "Cambridge University Press Cambridge",
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Title = "The Cambridge Dictionary Of Statistics",
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Title = "{T}he {C}ambridge {D}ictionary Of {S}tatistics",
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Volume = 4,
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Year = 2006
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}
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@ -229,8 +229,8 @@
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(methodological)",
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Pages = "20--27",
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Publisher = "JSTOR",
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Title = "On The Efficiency Of Empirical Characteristic
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Function Procedures",
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Title = "{O}n The {E}fficiency Of {E}mpirical {C}haracteristic
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{F}unction {P}rocedures",
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Year = 1981
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}
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@ -240,8 +240,8 @@
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Number = 2,
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Pages = "517--532",
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Publisher = "Institute of Mathematical Statistics",
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Title = "Large-Sample Properties Of Parameter Estimates For
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Strongly Dependent Stationary Gaussian Time Series",
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Title = "{L}arge-Sample {P}roperties Of {P}arameter {E}stimates For
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{S}trongly {D}ependent {S}tationary {G}aussian {T}ime {S}eries",
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Volume = 14,
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Year = 1986
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}
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@ -252,7 +252,7 @@
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Number = "3-4",
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Pages = "481--482",
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Publisher = "Biometrika Trust",
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Title = "Note On The Inversion Theorem",
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Title = "{N}ote On The {I}nversion {T}heorem",
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Volume = 38,
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Year = 1951
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}
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@ -260,7 +260,7 @@
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@Book{gourieroux1989statistique,
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Author = "Christian Gourieroux and Alain Monfort",
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Publisher = "Economica",
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Title = "Statistique Et Mod{\`e}les {\'E}conom{\'e}triques:
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Title = "{S}tatistique Et Mod{\`e}les {\'E}conom{\'e}triques:
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Notions G{\'e}n{\'e}rales, Estimation,
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Pr{\'e}vision, Algorithmes",
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Volume = 1,
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@Book{hall2005generalized,
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Author = "Alastair R Hall",
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Publisher = "Oxford University Press Oxford",
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Title = "Generalized Method Of Moments",
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Title = "{G}eneralized {M}ethod Of {M}oments",
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Year = 2005
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}
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@Book{hamilton1994time,
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Author = "James Douglas Hamilton",
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Publisher = "Cambridge University Press",
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Title = "Time Series Analysis",
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Title = "{T}ime {S}eries {A}nalysis",
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Volume = 2,
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Year = 1994
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}
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@ -287,8 +287,8 @@
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Journal = "Econometrica: Journal Of The Econometric Society",
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Pages = "1029--1054",
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Publisher = "JSTOR",
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Title = "Large Sample Properties Of Generalized Method Of
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Moments Estimators",
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Title = "{L}arge {S}ample {P}roperties Of {G}eneralized {M}ethod Of
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{M}oments {E}stimators",
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Year = 1982
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}
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@ -298,8 +298,8 @@
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Number = 1,
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Pages = "7--18",
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Publisher = "Springer",
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Title = "An Approximation To The Limit Distribution Of The
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Epps-Pulley Test Statistic For Normality",
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Title = "{A}n {A}pproximation To The {L}imit {D}istribution Of The
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{E}pps-{P}ulley {T}est {S}tatistic For {N}ormality",
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Volume = 37,
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Year = 1990
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}
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