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MODELLING LONG MEMORY VOLATILITY IN AGRICULTURAL COMMODITY FUTURES RETURNS

✍ Scribed by CHANG, CHIA-LIN; McALEER, MICHAEL; TANSUCHAT, ROENGCHAI

Book ID
120422344
Publisher
World Scientific
Year
2012
Tongue
English
Weight
832 KB
Volume
07
Category
Article
ISSN
2010-4952

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