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An empirical investigation of the level effect in Australian interest rates
Gray, Philip K.
;
Smith, Daniel R.
- In:
Australian journal of management
33
(
2008/09
)
1
,
pp. 31-45
Persistent link: https://www.econbiz.de/10003740469
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Portfolio construction and performace measurement when returns are non-normal
Benson, Karen
;
Gray, Philip K.
;
Kalotay, Egon
;
Qiu, Judy
- In:
Australian journal of management
32
(
2007/08
)
3
,
pp. 445-461
Persistent link: https://www.econbiz.de/10003687021
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2 An Empirical Investigation of the Level Effect in Australian Interest Rates
Gray, Philip
;
Smith, Daniel R.
- In:
Australian journal of management
33
(
2008
)
1
,
pp. 31-46
Persistent link: https://www.econbiz.de/10008076652
Saved in:
4
3 Portfolio Construction and Performance Measurement when Returns are Non-Normal
Benson, Karen
;
Gray, Philip
;
Kalotay, Egon
;
Qiu, Judy
- In:
Australian journal of management
32
(
2008
)
3
,
pp. 445-462
Persistent link: https://www.econbiz.de/10007994912
Saved in:
5
1 Bayesian Estimation of Short-Rate Models
Gray, Philip
- In:
Australian journal of management
30
(
2005
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10006958849
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