Volatility Effects of Index Trading and Spillovers on US...

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Volatility Effects of Index Trading and Spillovers on US Agricultural Futures Markets: A Multivariate GARCH Approach

Sanjuán-López, Ana I., Dawson, Philip J.
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Language:
english
Journal:
Journal of Agricultural Economics
DOI:
10.1111/1477-9552.12216
Date:
May, 2017
File:
PDF, 216 KB
english, 2017
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