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subject:"Volatilität"
~isPartOf:"The journal of futures markets"
~person:"Bali, Turan G."
~person:"Mumtaz, Haroon"
~person:"Tauchen, George Eugene"
~subject:"Martingal"
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Volatilität
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Bali, Turan G.
Mumtaz, Haroon
Tauchen, George Eugene
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The journal of futures markets
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Modeling the conditional mean and variance of the short rate using diffusion, GARCH, and moving average models
Bali, Turan G.
- In:
The journal of futures markets
20
(
2000
)
8
,
pp. 717-751
Persistent link: https://www.econbiz.de/10001523755
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