Modelling the Conditional Volatility of Commodity Index Futures as a Regime Switching Process
| Year of publication: |
2001
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|---|---|
| Authors: | Fong, W.M. ; See, K.H. |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 6339414. - Vol. 16.2001, 2, p. 133-164
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