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ARCH model
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Global business & economics review
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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Hedging GNMA mortgage-backed securities with T-note futures : dynamic versus static hedging
Koutmos, Gregory
;
Pericli, Andreas Neophytou
- In:
Real estate economics : journal of the American Real …
27
(
1999
)
2
,
pp. 335-363
Persistent link: https://www.econbiz.de/10001431098
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2
Index futures and positive feedback trading : evidence from major stock exchanges
Antoniou, Antonios
;
Koutmos, Gregory
;
Pericli, Andreas …
- In:
Journal of empirical finance
12
(
2005
)
2
,
pp. 219-238
Persistent link: https://www.econbiz.de/10002685067
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3
Positive feedback trading : evidence from futures markets
Antoniou, Antonios
;
Koutmos, Gregory
;
Pescetto, Gioia M.
- In:
Global business & economics review
13
(
2011
)
1
,
pp. 13-25
Persistent link: https://www.econbiz.de/10009126440
Saved in:
4
Modeling common volatility characteristics and dynamic risk premia in European equity markets
Koutmos, Gregory
;
Knif, Johan
;
Philippatos, George C.
- In:
The quarterly review of economics and finance : journal …
48
(
2008
)
3
,
pp. 567-578
Persistent link: https://www.econbiz.de/10003747269
Saved in:
5
Index futures and positive feedback trading : evidence from major stock exchanges
Antoniou, Antonios
;
Koutmos, Gregory
;
Pericli, Andreas …
-
1998
Persistent link: https://www.econbiz.de/10001416416
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