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Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates.. (2005). Christiansen, Charlotte.
In: Finance Research Group Working Papers.
RePEc:hhb:aarbfi:2005-03.

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Cited: 4

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Cites: 32

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Cocites: 50

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Citations

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  1. A model for stock market returns: non-Gaussian fluctuations and financial factors. (2008). Islam, Sardar ; Craven, B..
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:30:y:2008:i:4:p:355-370.

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  2. Volatility and realized quadratic variation of differenced returns : A wavelet method approach. (2008). Hog, Esben .
    In: Finance Research Group Working Papers.
    RePEc:hhb:aarbfi:2008-06.

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  3. Time Charters with Purchase Options in Shipping: Valuation and Risk Management. (2008). Jørgensen, Peter ; de Giovanni, Domenico ; Jorgensen, Peter Lochte .
    In: Finance Research Group Working Papers.
    RePEc:hhb:aarbfi:2008-05.

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  4. Yield-factor volatility models. (2007). Smith, Daniel ; Perignon, Christophe.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:31:y:2007:i:10:p:3125-3144.

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References

References cited by this document

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