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The dynamics in the spot, futu...
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Wang, Kai-Li
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Barrett, Christopher B.
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Chen, Mei-Ling
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Review of quantitative finance and accounting
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The journal of futures markets
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OLC EcoSci
ECONIS (ZBW)
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The dynamics in the spot, futures, and call options with basis asymmetries: an intraday analysis in a generalized multivariate GARCH-M MSKST framework
Wang, Kai-Li
;
Chen, Mei-Ling
- In:
Review of quantitative finance and accounting
29
(
2007
)
4
,
pp. 371-394
Persistent link: https://www.econbiz.de/10007869862
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Implied deterministic volatility functions: An empirical test for Euribor options
Kuo, I.-Doun
;
Wang, Kai-Li
- In:
The journal of futures markets
29
(
2009
)
4
,
pp. 319-347
Persistent link: https://www.econbiz.de/10008169833
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3
An Assessment of Empirical Model Performance When Financial Market Transactions are Observed at Different Data Frequencies: An Application to East Asian Exchange Rates
Wang, Kai-Li
;
Fawson, Chris
;
Barrett, Christopher B.
- In:
Review of quantitative finance and accounting
19
(
2002
)
2
,
pp. 111-130
Persistent link: https://www.econbiz.de/10007164196
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