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~institution:"Centre for Analytical Finance <Århus>"
~person:"Christiansen, Charlotte"
~subject:"ARCH model"
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Christiansen, Charlotte
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Centre for Analytical Finance <Århus>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Volatility-spillover effects in European bond markets
Christiansen, Charlotte
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838842
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Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
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2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
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