Narrow search
Showing 1 - 10 of 27
Cover Image
Modelling yen futures return using daily data from IMM and SIMEX
Bhar, Ramaprasad - 1994
Persistent link: https://www.econbiz.de/10000970841
Cover Image
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
Cover Image
Yield curve as a cointegrated system : evidence from Australian treasury securities
Bhar, Ramaprasad - 1993
Persistent link: https://www.econbiz.de/10000876743
Cover Image
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
Cover Image
Modelling Australian bank bill rates : a Kalman filter approach
Bhar, Ramaprasad - 1993
Persistent link: https://www.econbiz.de/10000878038
Cover Image
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
Cover Image
Transformation of Heath-Jarrow-Morton models to Markovian systems
Bhar, Ramaprasad; Chiarella, Carl - 1995
Persistent link: https://www.econbiz.de/10000951349
Cover Image
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
Cover Image
Interest rate futures : estimation of volatility parameters in an arbitrage-free framework
Bhar, Ramaprasad; Chiarella, Carl - 1995
Persistent link: https://www.econbiz.de/10000951351
Cover Image
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