Component structures of agricultural commodity futures traded on the Tokyo Grain Exchange
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- Yasuyuki Itoh, 2007. "A Class of Gaussian Hybrid Processes for Modeling Financial Markets," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 14(3), pages 185-199, September.
More about this item
KeywordsAgricultural futures; Kalman filter; Fads; G12;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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