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~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Hedging"
~subject:"Volatility"
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Conference Innovations in Derivatives Markets - Fixed Income Modelling, Valuation Adjustments, Risk Management, and Regulation <2015, Garching-Hochbrück>
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Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
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2012
Persistent link: https://www.econbiz.de/10009562958
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Exchange rate and industrial commodity volatility transmissions, asymmetries and hedging strategies
Hammoudeh, Shawkat
;
Yuan, Yuan
;
McAleer, Michael
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2010
Persistent link: https://www.econbiz.de/10008689068
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