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Memory in returns and volatilities of futures' contracts

✍ Scribed by Nuno Crato; Bonnie K. Ray

Publisher: John Wiley and Sons
Year: 2000
Tongue: English
Weight: 165 KB
Volume: 20
Category: Article
ISSN: 0270-7314
DOI: 10.1002/1096-9934(200007)20:6<525::aid-fut2>3.0.co;2-t

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