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INTERNATIONAL MARKET INTEGRATION UNDER WTO: EVIDENCE IN THE PRICE BEHAVIORS OF CHINESE AND US WHEAT FUTURES
Du, Wen
-
2004
price behavior of CZCE with that of the Chicago Board of trade (CBOT) in the US using ARCH/
GARCH
based univariate and …). Results show both markets can be modeled by an ARCH (1) or a
GARCH
(1,1), and the models have better fit when conditional …
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