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Lim, G.C.
26
Martin, V.L.
5
Mcnelis, Paul D.
4
Dixon, Robert
3
Martin, Vance L.
3
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2
Creedy, J.
1
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1
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1
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The economic record : er
6
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3
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3
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2
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2
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2
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1
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1
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1
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OLC EcoSci
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815
Other ZBW resources
2
ECONIS (ZBW)
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The distribution of exchange rate returns and the pricing of currency options
Lim, G.C.
;
Lye, J.N.
;
Martin, G.M.
;
Martin, V.L.
- In:
Journal of international economics
45
(
1998
)
2
,
pp. 351-368
Persistent link: https://www.econbiz.de/10007693947
Saved in:
2
Parametric pricing of higher order moments in S&P500 options
Lim, G.C.
;
Martin, G.M.
;
Martin, V.L.
- In:
Journal of applied econometrics
20
(
2005
)
3
,
pp. 377-404
Persistent link: https://www.econbiz.de/10007782756
Saved in:
3
Indirect estimation of ARFIMA and VARFIMA models
Martin, V.L.
;
Wilkins, N.P.
- In:
Journal of econometrics
93
(
1999
)
1
,
pp. 149-176
Persistent link: https://www.econbiz.de/10006784385
Saved in:
4
A Non-linear Model of the Real US-UK Exchange Rate
Creedy, J.
;
Lye, J.
;
Martin, V.L.
- In:
Journal of applied econometrics
11
(
1996
)
6
,
pp. 669-686
Persistent link: https://www.econbiz.de/10007002348
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5
A Multivariate Latent Factor Decomposition of International Bond Yield Spreads
Dungey, M.
;
Martin, V.L.
;
Pagan, A.R.
- In:
Journal of applied econometrics
15
(
2000
)
6
,
pp. 697-716
Persistent link: https://www.econbiz.de/10006981014
Saved in:
6
Learning and the monetary policy strategy of the European Central Bank
Lim, G.C.
;
Mcnelis, Paul D.
- In:
Journal of international money and finance
23
(
2004
)
7
,
pp. 997-1010
Persistent link: https://www.econbiz.de/10006878976
Saved in:
7
Bounded dividends, earnings and fundamental stock values
Lim, G.C.
- In:
Empirical economics : a journal of the Institute for …
30
(
2005
)
2
,
pp. 411-426
Persistent link: https://www.econbiz.de/10006235437
Saved in:
8
Estimating portfolio models from financial flow data: A reply
Lim, G.C.
- In:
Economic modelling
14
(
1997
)
2
,
pp. 307-308
Persistent link: https://www.econbiz.de/10006315660
Saved in:
9
Estimating portfolio models from financial flow data: A reply
Lim, G.C.
- In:
Economic modelling
14
(
1997
)
2
,
pp. 307-308
Persistent link: https://www.econbiz.de/10006315769
Saved in:
10
Modelling the Interaction of Fundamental and Portfolio Exchange Rate Behaviour: An Application to Australia and the ASEAN3
Lim, G.C.
- In:
Australian economic papers
41
(
2002
)
4
,
pp. 557-576
Persistent link: https://www.econbiz.de/10006438200
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