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We use both macroeconomic and microeconomic information to test for heterogeneous information and the presence of learning on Swedish Kronor currency market. We further test whether our findings imp...
This presentation draws on ideas from Professor Porter's articles and books, in particular, The Competitive Advantage of Nations (The Free Press, 1990), "Building the Microeconomic Foundations of Comp...
Consider the problem of learning the drift coefficient of a stochastic differential equation from a sample path. In this paper, we assume that the drift is parametrized by a high dimensional vector.

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