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Relative scarcity of commodities with a long-term economic relationship and the correlation of futures returns
Casassus, Jaime
;
Liu, Peng
;
Tang, Ke
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2011
Persistent link: https://www.econbiz.de/10009382382
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Maximal Gaussian affine models for multiplec commodities: a note
Casassus, Jaime
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Liu, Peng
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Tang, Ke
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2014
Persistent link: https://www.econbiz.de/10011311374
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