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Vorst, T.C.F.
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Department of Econometrics and Business Statistics, Monash Business School
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An analytically tractable interest rate model with humped volatility
Mercurio, F.
;
Moraleda, J.M.
- In:
European journal of operational research : EJOR
120
(
2000
)
1
,
pp. 205-214
Persistent link: https://www.econbiz.de/10006662393
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2
Binominal Models for Some Path-Dependent Options.
Cheuk, T.H.F.
;
Vorst, T.C.F.
-
Econometrisch Instituut, Faculteit der Economische …
-
1994
Persistent link: https://www.econbiz.de/10005660884
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3
Mixtures of Tails in Clustered Automobile Claims.
Kalb, G.R.J.
;
Kofman, P.
;
Vorst, T.C.F.
-
Department of Econometrics and Business Statistics, …
-
1995
Persistent link: https://www.econbiz.de/10005581122
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4
A Threshold Error Correction Model for Intraday Futures and Index Returns.
Martens, M.
;
Kofman, P.
;
Vorst, T.C.F.
-
Department of Econometrics and Business Statistics, …
-
1995
Persistent link: https://www.econbiz.de/10005581157
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5
A Threshold Error-correction Model for Intraday Futures and Index Returns
Martens, M.
;
Kofman, P.
;
Vorst, T.C.F.
- In:
Journal of applied econometrics
13
(
1998
)
3
,
pp. 245-264
Persistent link: https://www.econbiz.de/10006993241
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6
Mixtures of tails in clustered automobile collision claims
Kalb, G.R.J.
;
Kofman, P.
;
Vorst, T.C.F.
- In:
Insurance / Mathematics & economics
18
(
1996
)
2
,
pp. 89-108
Persistent link: https://www.econbiz.de/10006934733
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7
The impact of firm specific news on implied volatilities
Donders, M.W.M.
;
Vorst, T.C.F.
- In:
Journal of banking & finance
20
(
1996
)
9
,
pp. 1447-1462
Persistent link: https://www.econbiz.de/10005908654
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