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subject:"Kointegration"
~subject:"Währungsderivat"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
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Kointegration
Währungsderivat
1988-2004
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
The journal of futures markets
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The multifactor nature of the volatility of the eurodollar futures market
Chiarella, Carl
;
Tô, Thuy-duong
-
2005
Persistent link: https://www.econbiz.de/10002721727
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