Memory in Returns and Volatilities of Futures' Contracts
Year of publication: |
2000
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Authors: | Crato, Nuno ; Ray, Bonnie K. |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 20.2000, 6, p. 525-544
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