Long memory models for daily and high frequency commodity futures returns
Year of publication: |
2007
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Authors: | Baillie, Richard T. ; Han, Young-Wook ; Myers, Robert J. ; Song, Jeongseok |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 27.2007, 7, p. 643-668
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