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Price volatility and rational expectations in a sectoral framework commodity model: a multivariate GARCH approach

✍ Scribed by Anthony N. Rezitis; Konstantinos S. Stavropoulos

Book ID: 109300457
Publisher: Elsevier Science
Year: 2010
Tongue: English
Weight: 287 KB
Volume: 42
Category: Article
ISSN: 0169-5150
DOI: 10.1111/j.1574-0862.2010.00521.x

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