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Simultaneous Volatility Transm...
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Estimation
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Gannon, Gerard L.
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Chng, Michael T.
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Chang, Chi-ying
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Tang, Kar Mei
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School working papers / Faculty of Business and Law, School of Accounting, Economics and Finance, Deakin University
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ECONIS (ZBW)
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Structural simultaneous volatility systems : volatility transmission and spillover effects
Gannon, Gerard L.
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1997
Persistent link: https://www.econbiz.de/10000964264
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2
Market makers V's the general public : a first look at S&P500 futures trade data
Gannon, Gerard L.
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contributor
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2008
Persistent link: https://www.econbiz.de/10003794270
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3
Modelling volatility in the Malaysian stock market
Tang, Kar Mei
;
Gannon, Gerard L.
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1997
Persistent link: https://www.econbiz.de/10000964262
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4
Regulatory change and micro structure effects in SPI futures
Gannon, Gerard L.
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contributor
);
Chang, Chi-ying
(
contributor
)
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2007
Persistent link: https://www.econbiz.de/10003794159
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5
The trading performance of dynamic hedging models : time varying covariance and volatility transmission effects
Chng, Michael T.
(
contributor
); …
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2008
Persistent link: https://www.econbiz.de/10003794234
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6
Trading performance of dynamic hedging models : time varying covariance and volatility transmission Effects
Chng, Michael T.
;
Gannon, Gerard L.
-
2009
Persistent link: https://www.econbiz.de/10003958883
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