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PPT-MODELING COMMODITY PRICES WITH DYNAMIC CONDITIONAL BETA

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Published 2015-10-05 | 6114 Views

MODELING COMMODITY PRICES WITH DYNAMIC CONDITIONAL BETA
ROBERT ENGLE DIRECTOR VOLATILITY INSTITUTE AT NYU STERN RECENT ADVANCES IN COMMODITY MARKETS QUEEN MARY NOV82013 VOLATIliTY AND ECONOMIC DECISIONS Asset prices change

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