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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Portfolio-Management"
~subject:"Theory"
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12-Month variance futures
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ARCH model
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Derivat
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The North American journal of economics and finance : a journal of financial economics studies
Econometric Institute research papers
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Projektmanagement - durch Zusammenarbeit zum Erfolg : Tagungsband ; PM-Forum 2008, Wiesbaden, 22. - 23.10.2008 ; 25. Internationales Deutsches Projektmanagement-Forum
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The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
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