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~subject:"Australia"
~subject:"Capital income"
~subject:"Germany"
~type_genre:"Forschungsbericht"
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Bivariate error correction FIGARCH and FIAPARCH models on the Australian All Ordinaries Index and its SPI futures
Dark, Jonathan
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2004
Persistent link: https://www.econbiz.de/10002005559
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Long memory in the volatility of the Australian All Ordinaries Index and the Share Price Index futures
Dark, Jonathan
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2004
Persistent link: https://www.econbiz.de/10002005584
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Basis convergence and long memory in volatility when dynamic hedging with SPI futures
Dark, Jonathan
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2004
Persistent link: https://www.econbiz.de/10002005599
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HY-A-PARCH : a stationary A-PARCH model with long memory
Schoffer, Olaf
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2003
Persistent link: https://www.econbiz.de/10001916069
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