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type_genre:"Arbeitspapier"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"ARCH-Modell"
~subject:"Volatilität"
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Reversing momentum : the optimal dynamic momentum strategy
Li, Kai
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Liu, Jun
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2016
Persistent link: https://www.econbiz.de/10011777992
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2
Testing of a market fraction model and power-law behaviour in the Dax 30
He, Xue-zhong
;
Li, Youwei
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2015
Persistent link: https://www.econbiz.de/10011344322
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3
Heterogeneous beliefs and the cross-section of asset returns
He, Xue-zhong
;
Shi, Lei
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2012
Persistent link: https://www.econbiz.de/10009564462
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4
Financialization, crisis and commodity correlation dynamics
Silvennoinen, Annastiina
;
Thorp, Susan
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2010
Persistent link: https://www.econbiz.de/10008662204
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5
Volatility forecast comparison using imperfect volatility proxies
Patton, Andrew J.
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2006
Persistent link: https://www.econbiz.de/10003329784
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6
A general benchmark model for stochastic jump sizes
Mosegaard Christensen, Morton
;
Platen, Eckhard
-
2004
Persistent link: https://www.econbiz.de/10002554349
Saved in:
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