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subject:"Canada"
subject:"Wechselkurs"
~subject:"Kointegration"
~type_genre:"Forschungsbericht"
~type_genre:"Rezension"
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Bivariate error correction FIGARCH and FIAPARCH models on the Australian All Ordinaries Index and its SPI futures
Dark, Jonathan
-
2004
Persistent link: https://www.econbiz.de/10002005559
Saved in:
2
Long memory in the volatility of the Australian All Ordinaries Index and the Share Price Index futures
Dark, Jonathan
-
2004
Persistent link: https://www.econbiz.de/10002005584
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3
Basis convergence and long memory in volatility when dynamic hedging with SPI futures
Dark, Jonathan
-
2004
Persistent link: https://www.econbiz.de/10002005599
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4
Fractional cointegration of voting and non-voting shares
Dittmann, Ingolf
-
1998
Persistent link: https://www.econbiz.de/10000681350
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5
[Rezension von: Engle, Robert F., ...,, Cointegration, causality, and forecasting]
Bewley, Ronald A.
- In:
Journal of economic literature
40
(
2002
)
3
,
pp. 931-933
Persistent link: https://www.econbiz.de/10001735218
Saved in:
6
Estimating the functional components of asset price volatilities
Heid, Frank
-
1997
Persistent link: https://www.econbiz.de/10000978817
Saved in:
7
A simple regime-switching model for stochastic volatilities
Christopeit, Norbert
-
1997
Persistent link: https://www.econbiz.de/10000982947
Saved in:
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