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Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice
Chang, Chia-Lin
;
Li, Yiying
;
McAleer, Michael
-
2015
. Three new definitions of
volatility
and
covolatility
spillovers
are given, and the different models used in empirical …
Persistent link: https://www.econbiz.de/10011403535
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