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Smooth Volatility Shifts and Spillovers in US Crude Oil and Corn Futures Markets
Article (Faculty180)
Overview
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Overview
cited authors
Teterin, Pavel; Brooks, Robert; Enders, Walter
description
ABDC Journal Quality List Classification: A. Neff Department of Finance Classification: A. Neff Fellowship List: Yes.
authors
Teterin, Pavel
publication date
2016
published in
Journal of Empirical Finance
Journal
Additional Document Info
start page
22
volume
38