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~subject:"multivariate GARCH model"
~subject:"Rohstoffderivat"
~person:"Cifarelli, Giulio"
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multivariate GARCH model
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Cifarelli, Giulio
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Navigating the oil bubble : a non-linear heterogeneous-agent dynamic model of futures oil pricing
Cifarelli, Giulio
;
Paesani, Paolo
- In:
The energy journal
42
(
2021
)
5
,
pp. 101-122
Persistent link: https://www.econbiz.de/10013170656
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