Nonlinear Dynamics of Daily Futures Prices: Conditional Heteroskedasticity of Chaos?
Year of publication: |
1993
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Authors: | Yang, Seung-Ryong ; Brorsen, B.Wade |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 13.1993, 2, p. 175-192
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