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subject:"Derivat"
~isPartOf:"Finance research letters"
~person:"McAleer, Michael"
~person:"Roengchai Tansuchat"
~subject:"Ölpreis"
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Modeling dynamic conditional correlations in WTI oil forward and futures returns
Lanza, Alessandro
;
Manera, Matteo
;
McAleer, Michael
- In:
Finance research letters
3
(
2006
)
2
,
pp. 114-132
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