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A common factor of stochastic volatilities between oil and commodity prices
Lee, Eunhee, Han, Doo Bong, Nayga, Rodolfo M.Language:
english
Journal:
Applied Economics
DOI:
10.1080/00036846.2016.1234701
Date:
October, 2016
File:
PDF, 2.10 MB
english, 2016