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Common asset pricing factors in volatilities and returns in futures markets

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  • Siddique, Akhtar R.

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  • Siddique, Akhtar R., 2003. "Common asset pricing factors in volatilities and returns in futures markets," Journal of Banking & Finance, Elsevier, vol. 27(12), pages 2347-2368, December.
    • Handle: RePEc:eee:jbfina:v:27:y:2003:i:12:p:2347-2368
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