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~person:"Kang, Boda"
~person:"Ma, Feng"
~subject:"ARCH model"
~subject:"Business cycle"
~subject:"Volatilität"
~type_genre:"Working Paper"
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Humps in the volatility structure of the crude oil futures market
Chiarella, Carl
;
Kang, Boda
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Nikitopoulos, Christina …
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2012
Persistent link: https://www.econbiz.de/10009564452
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Particle filters for Markov switching stochastic volatility models
Yun, Bao
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Chiarella, Carl
;
Kang, Boda
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2012
Persistent link: https://www.econbiz.de/10009564477
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