Commodity price dynamics and the nonlinear market impact of technical traders: empirical evidence for the US corn market
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- Johnson, Neil F. & Jefferies, Paul & Hui, Pak Ming, 2003. "Financial Market Complexity," OUP Catalogue, Oxford University Press, number 9780198526650.
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KeywordsCommodity markets; Econophysics; Technical and fundamental analysis; Nonlinearities; STAR-GARCH approach;
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