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Article
Title:
Memory in Returns and Volatilities of Futures' Contracts
Authors:
Nuno Crato
(
UTL
)
Bonnie Ray
(
New Jersey Inst of Technology
)
Journal:
Journal of Futures Markets
Year:
2000
Volume:
20
Pages:
525-543
JEL code:
G13 - Contingent Pricing; Futures Pricing
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