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subject:"Volatilität"
~isPartOf:"The journal of futures markets"
~person:"Sarno, Lucio"
~subject:"Stock index"
~subject:"United Kingdom"
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Volatilität
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Sarno, Lucio
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The journal of futures markets
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ECONIS (ZBW)
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1
Mean reversion in stock index futures markets: a nonlinear analysis
Monoyios, Michael
;
Sarno, Lucio
- In:
The journal of futures markets
22
(
2002
)
4
,
pp. 285-314
Persistent link: https://www.econbiz.de/10001678261
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2
The cost of carry model and regime shifts in stock index futures markets : an empirical investigation
Sarno, Lucio
;
Valente, Giorgio
- In:
The journal of futures markets
20
(
2000
)
7
,
pp. 603-624
Persistent link: https://www.econbiz.de/10001523738
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