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~person:"Chiarella, Carl"
~subject:"Derivat"
~subject:"Exchange rate risk"
~subject:"Schätzung"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz im Buch"
~type_genre:"Bibliografie enthalten"
~type_genre:"Book section"
~type_genre:"Government document"
~type_genre:"Reprint"
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1988-2004
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Chiarella, Carl
Bernoth, Kerstin
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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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Estimating the term structure of volatility in futures yield : a maximum likelihood approach
Bhar, Ramaprasad
;
Chiarella, Carl
-
1995
Persistent link: https://www.econbiz.de/10000951352
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