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~person:"Bhar, Ramaprasad"
~type_genre:"Working Paper"
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Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
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Interest rate futures : estimation of volatility parameters in an arbitrage-free framework
Bhar, Ramaprasad
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Chiarella, Carl
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1995
Persistent link: https://www.econbiz.de/10000951351
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