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~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Applied economics
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American economic journal : a journal of the American Economic Association
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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The multifactor nature of the volatility of the eurodollar futures market
Chiarella, Carl
;
Tô, Thuy-duong
-
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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