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dc.contributor.authorBertram, William Karel
dc.date.accessioned2007-03-12
dc.date.available2007-03-12
dc.date.issued2005-01-01
dc.identifier.urihttp://hdl.handle.net/2123/1593
dc.format.extent6460276 bytes
dc.format.mimetypeapplication/pdf
dc.language.isoenen
dc.rightsThis copy was made by or on behalf of the University of Sydney. The author retains copyright of this material.
dc.titleModelling asset dynamics via an empirical investigation of Australian Stock Exchange dataen
dc.typeThesisen


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