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Modeling discontinuous periodic conditional volatility : evidence from the commodity futures market
Taylor, Nicholas
- In:
The journal of futures markets
24
(
2004
)
9
,
pp. 805-834
Persistent link: https://www.econbiz.de/10002145942
Saved in:
2
Modeling discontinuous periodic conditional volatility: Evidence from the commodity futures market
Taylor, Nicholas
- In:
The journal of futures markets
24
(
2004
)
9
,
pp. 805-834
Persistent link: https://www.econbiz.de/10006816691
Saved in:
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