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A test of the cost of carry relationship for the Australian 90 day bank accepted bill futures market
Heaney, Richard A. - In: Applied financial economics 6 (1996) 2, pp. 143-153
Persistent link: https://www.econbiz.de/10001198670
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Testing for structural breaks in GARCH models
Smith, Daniel R. - In: Applied financial economics 18 (2008) 10/12, pp. 845-862
Persistent link: https://www.econbiz.de/10003739446
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Testing for structural breaks in GARCH models
Smith, Daniel - In: Applied financial economics 18 (2008) 10, pp. 845
Persistent link: https://www.econbiz.de/10008066625
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Testing for structural breaks in GARCH models
Smith, Daniel - In: Applied financial economics 18 (2008) 10-12, pp. 845-862
Persistent link: https://www.econbiz.de/10008085749