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To, Thuy Duong's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
1,269 |
Total
Citations
3 |
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1.
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Nguyen, Tho Pham, Vu Thang Long Osaka University - School of Economics To, Thuy Duong University of New South Wales, Sydney
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17 Oct 07
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Last Revised:
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24 Mar 09
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965
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Event Studies, Information and Market Efficiency, Overreaction, Price Reversals, Asia - Pacific stock markets, Vietnam, Australia, Japan
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2.
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Chiarella, Carl University of Technology, Sydney - UTS Business School, Finance Discipline Group Hung, Hing University of Technology, Sydney (UTS) - School of Finance and Economics To, Thuy Duong University of New South Wales, Sydney
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02 May 06
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Last Revised:
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30 Aug 11
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126
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term structure, Heath-Jarrow-Morton, local linearization, filtering
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Chiarella, Carl University of Technology, Sydney - UTS Business School, Finance Discipline Group To, Thuy Duong University of New South Wales, Sydney
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122
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term structure, volatility, mutlifactor, jump, Eurodollar futures, genetic algorithm
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Chiarella, Carl University of Technology, Sydney - UTS Business School, Finance Discipline Group Kang, Boda University of Technology, Sydney (UTS) Nikitipoulos Sklibosios, Christina University of Technology, Sydney - Faculty of Business To, Thuy Duong University of New South Wales, Sydney
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56
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Commodity derivatives, Crude oil derivatives, Unspanned stochastic volatility, Hump-shaped volatility, Pricing, Hedging
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Records 1 -
4
of 4 matches
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