Time Series Econometrics and Commodity Price Analysis: A Review
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Volume (Year): 62 (1994)
Issue (Month): 02 (August)
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- Baillie, Richard T & Myers, Robert J, 1991. "Bivariate GARCH Estimation of the Optimal Commodity Futures Hedge," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 6(2), pages 109-24, April-Jun.
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