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Fractional cointegration of voting and non-voting shares
Dittmann, Ingolf - 1998
Persistent link: https://www.econbiz.de/10000681350
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Bivariate error correction FIGARCH and FIAPARCH models on the Australian All Ordinaries Index and its SPI futures
Dark, Jonathan - 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 - 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 - 2004
Persistent link: https://www.econbiz.de/10002005599
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Modelling aggregate consumption expenditure and income distribution effects
Hildenbrand, Werner - 1996
Persistent link: https://www.econbiz.de/10000940201
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Modelling export activity in a multicountry economic area : the APEC case
Mátyás, László - 1997
Persistent link: https://www.econbiz.de/10000977408
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Bayesian arbitrage threshold analysis
Forbes, Catherine Scipione - 1997
Persistent link: https://www.econbiz.de/10000978712
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Strike data with a crisis point
Lieberman, Offer - 1997
Persistent link: https://www.econbiz.de/10000978713
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Estimating the functional components of asset price volatilities
Heid, Frank - 1997
Persistent link: https://www.econbiz.de/10000978817
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A simple regime-switching model for stochastic volatilities
Christopeit, Norbert - 1997
Persistent link: https://www.econbiz.de/10000982947