Common asset pricing factors in volatilities and returns in futures markets
Year of publication: |
2003
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Authors: | Siddique, Akhtar R. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 27.2003, 12, p. 2347-2368
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