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~isPartOf:"School of Accounting, Finance and Economics & FEMARC working paper series"
~language:"eng"
~subject:"ARCH-Modell"
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School of Accounting, Finance and Economics <Perth, Western Australia>
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M-GARCH hedge ratios and hedging effectiveness in Australian futures markets
Yang, Wenling
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contributor
)
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2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001565307
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2
Empirical testing of the Samuelson hypothesis : an application to futures markets in Australia, Singapore and the UK
Allen, David E.
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001516104
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3
Modelling and forecasting dynamic VaR thresholds for risk management and regulation
Allen, David E.
(
contributor
);
McAleer, Michael
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003097567
Saved in:
4
Multivariate GARCH modelling of volatility and comovements in Asia Pacific markets
Chandra, M.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001770496
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