Long memory and structural breaks in commodity futures markets
| Year of publication: |
2011
|
|---|---|
| Authors: | Coakley, Jerry ; Dollery, Jian ; Kellard, Neil |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 31.2011, 11, p. 1076-1114
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