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~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~subject:"1996-2010"
~subject:"Commodity speculation"
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Commodity speculation
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Quaderni di Dipartimento / Università Politecnica delle Marche, Dipartimento di Economia
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A copula-GARCH model for macro asset allocation of a portfolio with commodities : an out-of-sample analysis
Riccetti, Luca
- In:
Empirical economics : a journal of the Institute for …
44
(
2013
)
3
,
pp. 1315-1336
Persistent link: https://www.econbiz.de/10009749481
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