Price discovery dynamics in European agricultural markets
Author:
Affiliation:
1. Department of Mathematics/Statistics, Chair of Applied Stochastics and Risk Management; Helmut Schmidt University; Hamburg Germany
2. Department of Economics, Chair of Monetary Economics; University of Münster; Münster Germany
Publisher
Wiley
Subject
Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting
Reference45 articles.
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4. A capital asset pricing model with time-varying covariances;Bollerslev;Journal of Political Economy,1988
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