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subject:"ARCH-Modell"
~person:"Maré, E."
~person:"Santillán Salgado, Roberto Joaquín"
~subject:"Mexico"
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Maré, E.
Santillán Salgado, Roberto Joaquín
Hou, Yang
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Li, Steven
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Bologna, Pierluigi
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Choudhry, Taufiq
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Claessen, Holger
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Economía teoría y práctica
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International journal of bonds and derivatives
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Journal for studies in economics and econometrics : SEE
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ECONIS (ZBW)
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Optimal hedge ratios for the Mexican stock market index futures contract : a multivariate GARCH approach
Santillán Salgado, Roberto Joaquín
;
Escobar, Luis Jacob
; …
- In:
Economía teoría y práctica
28
(
2020
)
53
,
pp. 201-238
Persistent link: https://www.econbiz.de/10012617905
Saved in:
2
Price discovery in the volatility index option market : a univariate GARCH approach
Venter, Pierre J
;
Maré, E.
- In:
Finance research letters
44
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014494881
Saved in:
3
GARCH option pricing and implied FX volatility indices
Venter, Pierre J.
;
Maré, E.
- In:
Journal for studies in economics and econometrics : SEE
45
(
2021
)
1
,
pp. 42-52
Persistent link: https://www.econbiz.de/10013173960
Saved in:
4
Pricing a bivariate option with copulas
Bucio-Pacheco, Christian
;
López Herrera, Francisco
; …
- In:
International journal of bonds and derivatives
4
(
2018
)
1
,
pp. 74-87
Persistent link: https://www.econbiz.de/10012253407
Saved in:
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