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type_genre:"Working Paper"
~institution:"Chambre de commerce et d'industrie de Paris"
~subject:"Business cycle"
~subject:"Forecasting model"
~subject:"Volatility"
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A time varying parameter model to test for predictability and integration in stock markets of transition economies
Rockinger, Michael
;
Urga, Giovanni
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1998
Persistent link: https://www.econbiz.de/10000986989
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Information content of Russian stock indices
Rockinger, Michael
;
Urga, Giovanni
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1997
Persistent link: https://www.econbiz.de/10000981414
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Implied volatility functions : empirical tests
Dumas, Bernard
;
Fleming, Jeff
;
Whaley, Robert E.
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1996
Persistent link: https://www.econbiz.de/10000936200
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