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type_genre:"Non-commercial literature"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Australien"
~subject:"Statistische Methode"
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Bivariate error correction FIGARCH and FIAPARCH models on the Australian All Ordinaries Index and its SPI futures
Dark, Jonathan
-
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
-
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
Long term hedging of the Australian All Ordinaries Index using a bivariate error correction FIGARCH model
Dark, Jonathan
-
2004
Persistent link: https://www.econbiz.de/10002005618
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5
Influence diagnostic in GARCH processes
Zhang, Xibin
;
King, Maxwell L.
-
2002
Persistent link: https://www.econbiz.de/10001722413
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