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type:"book"
type_genre:"Forschungsbericht"
~subject:"Australien"
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Australien
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Dark, Jonathan
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Galagedera, Don U. A.
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Maharaj, Elizabeth Ann
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Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
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Wavelet timescales and contitional relationship between higher order systematic co-moments and portfolio returns : evidence in Australian data
Galagedera, Don U. A.
;
Maharaj, Elizabeth Ann
-
2004
Persistent link: https://www.econbiz.de/10002474629
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2
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
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3
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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4
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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