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~isPartOf:"Advances in Pacific Basin financial markets"
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Advances in Pacific Basin financial markets
Research Paper Series / Finance Discipline Group, Business School
86
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
64
Working Paper Series / Finance Discipline Group, Business School
49
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
44
Journal of economic dynamics & control
24
Journal of economic behavior & organization : JEBO
19
U. of Technology, Sydney Finance and Economics Working Paper
16
Quantitative Finance Research Centre Research Paper
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Diskussionsarbeit
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Journal of Economic Behavior & Organization
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Research paper / Quantitative Finance Research Group, University of Technology Sydney
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Applied mathematical finance
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Computational economics
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Journal of Economic Dynamics and Control
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
Computing in Economics and Finance 2002
9
Studies in Nonlinear Dynamics & Econometrics
9
Computational Economics
8
The Numerical Solution of the American Option Pricing Problem:Finite Difference and Transform Approaches
8
Macroeconomic dynamics
7
The journal of futures markets
7
UTS Working Paper
7
International journal of theoretical and applied finance
6
The European journal of finance
6
Applied Mathematical Finance
5
Computing in Economics and Finance 2006
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Quantitative Finance Research Centre Working Paper
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Routledge frontiers of political economy
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SpringerLink / Bücher
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Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
4
Asia-Pacific financial markets
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Computing in Economics and Finance 1997
4
Computing in Economics and Finance 2004
4
European Journal of Political Economy
4
Keio economic studies
4
Macroeconomic Dynamics
4
Quantitative Finance
4
Quantitative and empirical analysis of nonlinear dynamic macromodels
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UTS School of Finance and Economics Working Paper
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Computing in Economics and Finance 2003
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Estimating interest rate futures model in the Heath-Jarrow-Morton framework
Bhar, Ramaprasad
- In:
Advances in Pacific Basin financial markets
4
(
1998
),
pp. 211-226
Persistent link: https://www.econbiz.de/10001250661
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2
Estimating the term structure of volatility in bond prices by use of Kalman filter methodology
Bhar, Ramaprasad
- In:
Advances in Pacific Basin financial markets
3
(
1997
),
pp. 243-256
Persistent link: https://www.econbiz.de/10001243735
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