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~isPartOf:"CAMA working paper series"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~person:"Tô, Thuy-duong"
~subject:"Schätzung"
~type_genre:"Non-commercial literature"
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Tô, Thuy-duong
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CAMA working paper series
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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The multifactor nature of the volatility of the eurodollar futures market
Chiarella, Carl
;
Tô, Thuy-duong
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2005
Persistent link: https://www.econbiz.de/10002721727
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The volatility structure of the fixed income market under the HJM framework : a nonlinear filtering approach
Chiarella, Carl
;
Hung, Hing
;
Tô, Thuy-duong
-
2005
Persistent link: https://www.econbiz.de/10002721773
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