Please use this identifier to cite or link to this item: http://hdl.handle.net/2440/96566
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dc.contributor.authorGlabadanidis, P.en
dc.date.issued2015en
dc.identifier.citationJournal of the American Statistical Association, 2015; 110(511):1322en
dc.identifier.issn1537-274Xen
dc.identifier.urihttp://hdl.handle.net/2440/96566-
dc.descriptionBook Reviewen
dc.description.statementofresponsibilityPaskalis Glabadanidisen
dc.language.isoenen
dc.publisherTaylor & Francis: SSH Journalsen
dc.rightsCopyright status unknownen
dc.titleDiscrete models of financial markets, Marek Capinski and Ekkehard Kopp, Cambridge: Cambridge University Press 2012, ix+181 pp., $44.99(P), ISBN: 978-0-52-117572-2en
dc.typeJournal articleen
dc.identifier.rmid0030038631en
dc.identifier.doi10.1080/01621459.2015.1106150en
dc.identifier.pubid219539-
pubs.library.collectionBusiness School publicationsen
pubs.library.teamDS01en
pubs.verification-statusVerifieden
pubs.publication-statusPublisheden
dc.identifier.orcidGlabadanidis, P. [0000-0003-0247-8430]en
Appears in Collections:Business School publications

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