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~accessRights:"restricted"
~person:"Andersen, Torben G."
~person:"Chang, Chia-Lin"
~subject:"ARCH model"
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Volatility spillovers for spot, futures, and ETF prices in agriculture and energy
Chang, Chia-Lin
;
Liu, Chia-Ping
;
McAleer, Michael
- In:
Energy economics
81
(
2019
),
pp. 779-792
Persistent link: https://www.econbiz.de/10012172983
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