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Volume and price volatility in yen futures markets : within and across three different exchanges
Batten, Jonathan A.; Bhar, Ramaprasad - 1993
Persistent link: https://www.econbiz.de/10000876727
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Yield curve as a cointegrated system : evidence from Australian treasury securities
Bhar, Ramaprasad - 1993
Persistent link: https://www.econbiz.de/10000876743
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Volume and price volatility in yen futures markets : within and across three different exchanges
Batten, Jonathan A.; Bhar, Ramaprasad - 1993
Persistent link: https://www.econbiz.de/10000877079
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Modelling Australian bank bill rates : a Kalman filter approach
Bhar, Ramaprasad - 1993
Persistent link: https://www.econbiz.de/10000878038
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Vector autoregressions to test uncovered interest rate parity in Australian FX market before and after deregulation
Bhar, Ramaprasad - 1993
Persistent link: https://www.econbiz.de/10000878041
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Transformation of Heath-Jarrow-Morton models to Markovian systems
Bhar, Ramaprasad; Chiarella, Carl - 1995
Persistent link: https://www.econbiz.de/10000951349
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The estimation of the Heath-Jarrow-Morton model by use of Kalman filtering techniques
Bhar, Ramaprasad; Chiarella, Carl - 1995
Persistent link: https://www.econbiz.de/10000951350
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Estimating the term structure of volatility in futures yield : a maximum likelihood approach
Bhar, Ramaprasad; Chiarella, Carl - 1995
Persistent link: https://www.econbiz.de/10000951352
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Bootstrap results from state space form representation of the Heath-Jarrow-Morton model
Bhar, Ramaprasad; Chiarella, Carl - 1996
Persistent link: https://www.econbiz.de/10000966261
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Construction of zero-coupon yield curve from coupon bond yield using Australian data
Bhar, Ramaprasad; Chiarella, Carl - 1996
Persistent link: https://www.econbiz.de/10000985675