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person:"Myers, Robert J."
~isPartOf:"Journal of empirical finance"
~subject:"Agrarpreis"
~subject:"Commodity exchange"
~subject:"United States"
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Testing for constant hedge ratios in commodity markets : a multivariate GARCH approach
Moschini, Giancarlo
;
Myers, Robert J.
- In:
Journal of empirical finance
9
(
2002
)
5
,
pp. 589-603
Persistent link: https://www.econbiz.de/10001712026
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