What explains long memory in futures price volatility?
| Year of publication: |
2011
|
|---|---|
| Authors: | Power, G. J. ; Turvey, C. |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 2801760. - Vol. 43.2011, 24 (1.9.), p. 3395-3405
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