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subject:"Canada"
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Bivariate error correction FIGARCH and FIAPARCH models on the Australian All Ordinaries Index and its SPI futures
Dark, Jonathan
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2004
Persistent link: https://www.econbiz.de/10002005559
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2
Long memory in the volatility of the Australian All Ordinaries Index and the Share Price Index futures
Dark, Jonathan
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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
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2004
Persistent link: https://www.econbiz.de/10002005599
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4
Fractional cointegration of voting and non-voting shares
Dittmann, Ingolf
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1998
Persistent link: https://www.econbiz.de/10000681350
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Estimating the functional components of asset price volatilities
Heid, Frank
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1997
Persistent link: https://www.econbiz.de/10000978817
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6
A simple regime-switching model for stochastic volatilities
Christopeit, Norbert
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1997
Persistent link: https://www.econbiz.de/10000982947
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