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~isPartOf:"Quaderni del Dipartimento"
~subject:"Volatilität"
~type:"book"
~type_genre:"Non-commercial literature"
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Returns in commodities futures markets and financial speculation: a
multivariate
GARCH
approach
Manera, Matteo
;
Nicolini, Marcella
;
Vignati, Ilaria
-
2012
CCC and DCC
multivariate
GARCH
models, we find that financial speculation is poorly significant in modelling returns in …
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