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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Jarrow, Robert A."
~person:"McAleer, Michael"
~subject:"Derivative"
~subject:"Kreditsicherung"
~subject:"Risk measure"
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12-Month variance futures
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Jarrow, Robert A.
McAleer, Michael
Wang, Xingchun
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Chang, Chia-Lin
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Kim, Geonwoo
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The North American journal of economics and finance : a journal of financial economics studies
Econometric Institute research papers
5
Discussion paper / Tinbergen Institute
2
Journal of economic surveys
2
Annual review of financial economics
1
Credit risk models and management
1
International journal of theoretical and applied finance
1
Journal of banking & finance
1
Journal of empirical finance
1
Journal of financial services research : JFSR
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Journal of risk management in financial institutions
1
The journal of fixed income
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The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
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Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 217-226
Persistent link: https://www.econbiz.de/10010365773
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