Original language | English |
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Pages (from-to) | 22 - 38 |
Number of pages | 17 |
Journal | The European Journal of Finance |
Volume | 7 |
Issue number | 1 |
Publication status | Published - 2001 |
Power ARCH modelling of commodity futures data on the London Metal Exchange
Michael D McKenzie, H Mitchell, Robert Darren Brooks, Robert Faff
Research output: Contribution to journal › Article › Research › peer-review