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institution:"School of Economics and Management, University of Aarhus"
~institution:"Oxford Centre for the Analysis of Resource-Rich Economies (OxCarre), Department of Economics"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Modellierung"
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Search: subject_exact:"Volatility"
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School of Economics and Management, University of Aarhus
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Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
Persistent link: https://www.econbiz.de/10009562958
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Exchange rate and industrial commodity volatility transmissions, asymmetries and hedging strategies
Hammoudeh, Shawkat
;
Yuan, Yuan
;
McAleer, Michael
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2010
Persistent link: https://www.econbiz.de/10008689068
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