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Empirical study of Nikkei 225 options with the Markov switching GARCH model
Satoyoshi, Kiyotaka
;
Mitsui, Hidetoshi
- In:
Asia-Pacific financial markets
18
(
2011
)
1
,
pp. 55-68
Persistent link: https://www.econbiz.de/10009237749
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Evidence on the arbitrage efficiency of SPI index futures and options markets
Li, Steven
;
Alfay, Elia
- In:
Asia-Pacific financial markets
13
(
2006
)
1
,
pp. 71-93
Persistent link: https://www.econbiz.de/10003496756
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