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~subject:"Cointegration"
~subject:"Forecasting model"
~type:"book"
~type_genre:"Forschungsbericht"
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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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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Fractional cointegration of voting and non-voting shares
Dittmann, Ingolf
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1998
Persistent link: https://www.econbiz.de/10000681350
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