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type_genre:"Working Paper"
~isPartOf:"Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney"
~subject:"Volatility"
~type_genre:"Handbuch"
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The role of intra-day and inter-day data effects in determining linear and nonlinear granger causality between Australian futures and cash index markets
Eldridge, Robert M.
;
Peat, Maurice
;
Stevenson, Maxwell John
-
2003
Persistent link: https://www.econbiz.de/10001734845
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2
Individual share futures contracts : the economic impact of their introduction on the underlying equity market
Peat, Maurice
;
MacCorry, Michael S.
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1997
Persistent link: https://www.econbiz.de/10000985462
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3
The estimation of the Heath-Jarrow-Morton model by use of Kalman filtering techniques
Bhar, Ramaprasad
;
Chiarella, Carl
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1995
Persistent link: https://www.econbiz.de/10000951350
Saved in:
4
Interest rate futures : estimation of volatility parameters in an arbitrage-free framework
Bhar, Ramaprasad
;
Chiarella, Carl
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1995
Persistent link: https://www.econbiz.de/10000951351
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