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Long Memory, the "Taylor Effect" and Intraday Volatility in Commodity Futures Markets - Working Paper
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Book information
| ISBN: | 9781902850276 |
| Publisher: | University of Edinburgh, Centre for Financial Markets Research, Management School |
| Imprint: | University of Edinburgh, Centre for Financial Markets Research, Management School |
| Pub date: | 01 Jan 1999 |
| Number of pages: | 26 |
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