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institution:"School of Finance and Business Economics <Perth, Western Australia>"
~institution:"Department of Economics, Faculty of Business and Economics"
~subject:"VAR model"
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VAR model
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Allen, David E.
2
Cruickshank, S.
1
Hodgson, Allan
1
Masih, Abdul Mansur M.
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Masih, Rumi
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Yang, Wenling
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School of Finance and Business Economics <Perth, Western Australia>
Department of Economics, Faculty of Business and Economics
Australian National University / Centre for Economic Policy Research
1
Australian National University / Research School of Pacific and Asian Studies / Economics Division
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Melbourne Institute of Applied Economic and Social Research
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School of Accounting, Finance and Economics & FEMARC working paper series
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ECONIS (ZBW)
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Time-series analysis of the stock prices and accounting earnings dynamics
Yang, Wenling
(
contributor
);
Allen, David E.
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001491197
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2
Using regression techniques to estimate futures hedge ratios, some results from alternative approaches applied to Australian 10 year treasury bond futures
Allen, David E.
(
contributor
)
-
1999
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001455870
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3
Price discovery between informationally linked markets during trading phases
Hodgson, Allan
(
contributor
); …
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1998
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001456433
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