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Factor pricing in commodity futures and the role of liquidity
Chong, Terence Tai-Leung, Tsui, Sunny Chun, Chan, Wing HongLangue:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2017.1312506
Date:
July, 2017
Fichier:
PDF, 711 KB
english, 2017