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type_genre:"Accompanied by computer file"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Bivariate error correction FIGARCH and FIAPARCH models on the Australian All Ordinaries Index and its SPI futures
Dark, Jonathan
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2004
Persistent link: https://www.econbiz.de/10002005559
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2
Long memory in the volatility of the Australian All Ordinaries Index and the Share Price Index futures
Dark, Jonathan
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2004
Persistent link: https://www.econbiz.de/10002005584
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3
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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4
HY-A-PARCH : a stationary A-PARCH model with long memory
Schoffer, Olaf
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2003
Persistent link: https://www.econbiz.de/10001916069
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5
ARCH models for financial applications
Xekalaki, Evdokia
;
Degiannakis, Stavros
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2010
Persistent link: https://www.econbiz.de/10003909783
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6
Ist die Hebelwirkung der Grund für Asymmetrie in ARCH- und GARCH-Modellen?
Schoffer, Olaf
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2000
Persistent link: https://www.econbiz.de/10001575009
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7
Dynamic nonparametric filtering with application to finance
Cheng, Ming-Yen
;
Fan, Jianqing
;
Spokojnyj, Vladimir G.
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2003
Persistent link: https://www.econbiz.de/10001790237
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