Long memory and asymmetry in the volatility of commodity markets and Basel Accord: choosing between models

Walid Chkili, Shawkat Hammoudeh and Duc Khuong Nguyen

No 2013-9, Working Papers from Department of Research, Ipag Business School

Pages: pages
Date: 2013-01-01
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Citations: View citations in EconPapers (8)

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