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subject:"Estimation"
~isPartOf:"The European journal of finance"
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Estimation
Commodity derivative
13
Rohstoffderivat
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Derivat
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ARCH model
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price discovery
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Choudhry, Taufiq
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Fong, Wai-mun
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The European journal of finance
Energy economics
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International review of economics & finance : IREF
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American journal of agricultural economics
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Econometric Institute research papers
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International journal of forecasting
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Journal of international money and finance
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Journal of agricultural economics
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Journal of international financial markets, institutions & money
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Pacific-Basin finance journal
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European review of agricultural economics : ERAE
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International journal of finance & economics : IJFE
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Theoretical economics letters
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Agribusiness : an international journal
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Forecasting the daily dynamic hedge ratios by GARCH models : evidence from the agricultural futures markets
Zhang, Yuanyuan
;
Choudhry, Taufiq
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 376-399
Persistent link: https://www.econbiz.de/10010528976
Saved in:
2
Basis variations and regime shifts in the oil futures market
Fong, Wai-mun
;
See, Kim Hock
- In:
The European journal of finance
9
(
2003
)
5
,
pp. 499-513
Persistent link: https://www.econbiz.de/10001885513
Saved in:
3
Power ARCH modelling of commodity futures data on the London metal exchange
McKenzie, Michael D.
(
contributor
)
- In:
The European journal of finance
7
(
2001
)
1
,
pp. 22-38
Persistent link: https://www.econbiz.de/10001542130
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