Financial Speculation in Energy and Agriculture Futures Markets: A Multivariate GARCH Approach
Year of publication: |
2013
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Authors: | Manera, Matteo ; Nicolini, Marcella ; Vignati, Ilaria |
Published in: |
The energy journal. - Boston, Mass. [u.a.] : Oelgeschlager, Gunn & Hain, ISSN 0195-6574, ZDB-ID 8643192. - Vol. 34.2013, 3, p. 55-82
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