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person:"Liesenfeld, Roman"
~isPartOf:"The journal of trading"
~isPartOf:"Tübinger Diskussionsbeiträge"
~person:"Fabozzi, Frank J."
~subject:"Börsenkurs"
~subject:"Theory"
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A profit model for spread trading with an application to energy futures
Kanamura, Takashi
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
The journal of trading
5
(
2010
)
1
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pp. 48-62
Persistent link: https://www.econbiz.de/10003931729
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Stochastic volatility models : conditional normality versus heavy tailed distributions
Liesenfeld, Roman
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Jung, Robert
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1997
Persistent link: https://www.econbiz.de/10000642314
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