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ARCH model
Börsenkurs
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M-GARCH hedge ratios and hedging effectiveness in Australian futures markets
Yang, Wenling
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001565307
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2
Yet another ACD model : the autoregressive conditional directional duration (ACDD) model
Jeyasreedharan, Nagaratnam
;
Allen, David E.
;
Yang, Wenling
- In:
Annals of financial economics
9
(
2014
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10010489145
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3
Liquidation discount : a novel application of ARFIMA-GARCH
Singh, Ranjodh B.
;
Gould, John
;
Chan, Felix
;
Yang, Wenling
- In:
Journal of empirical finance
36
(
2016
),
pp. 151-161
Persistent link: https://www.econbiz.de/10011662835
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4
The risk-return tradeoff : a COGARCH analysis of Merton's hypothesis
Müller, Gernot
;
Durand, Robert B.
;
Maller, Ross A.
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 306-320
Persistent link: https://www.econbiz.de/10009301116
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5
Analysis of stock market volatility by continuous-time GARCH models
Müller, Gernot
;
Durand, Robert B.
;
Maller, Ross
; …
- In:
Stock market volatility
,
(pp. 31-50)
.
2009
Persistent link: https://www.econbiz.de/10003830403
Saved in:
6
Yet another autoregressive duration model : the ACDD model
Jeyasreedharan, Nagaratnam
;
Allen, David E.
;
Yang, Joey …
-
2008
Persistent link: https://www.econbiz.de/10003959771
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