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Keywords: Long memory
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Journal Articles
Quantitative finance for agricultural commodities: discussion and extension
Available to Purchase
Journal:
Agricultural Finance Review
Agricultural Finance Review (2016) 76 (1): 27–41.
Published: 03 May 2016
... are reviewed and applied. © Emerald Group Publishing Limited 2016 Futures Options Long memory CEV Hurst Wavelets The use of quantitative finance methods to better understand prices and risk in agricultural commodities has a long tradition. Mandelbrot’s (1963) work on the stable...
