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Munich Personal RePEc Archive

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Number of items: 2.

Degiannakis, Stavros and Filis, George and Klein, Tony and Walther, Thomas (2019): Forecasting Realized Volatility of Agricultural Commodities. Forthcoming in: International Journal of Forecasting

Fan, Minyou and Li, Youwei and Liu, Jiadong (2017): Risk adjusted momentum strategies: a comparison between constant and dynamic volatility scaling approaches.

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