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Volatility Forecasting and Time-varying Variance Risk Premiums in Grains Commodity Markets

Triantafyllou, Athanasios and Dotsis, George and Sarris, Alexandros H (2015) Volatility Forecasting and Time-varying Variance Risk Premiums in Grains Commodity Markets. Journal of Agricultural Economics, 66 (2). pp. 329-357. DOI https://doi.org/10.1111/1477-9552.12101



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