Can Gaussian factor models of commodity prices capture the...

The North American Journal of Economics and Finance 2019 / 11 Vol. 50

Can Gaussian factor models of commodity prices capture the financialization phenomenon?

Aiube, Fernando Antonio Lucena, Faquieri, Winicius Botelho
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Volume:
50
Journal:
The North American Journal of Economics and Finance
DOI:
10.1016/j.najef.2019.101028
Date:
November, 2019
File:
PDF, 1.04 MB
2019
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