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Quantification of the High Level of Endogeneity and of Structural Regime Shifts in Commodity Prices

Quantification of the High Level of Endogeneity and of Structural Regime Shifts in Commodity Prices

AuthorD. Sornette, V. Filimonov, D. Bicchetti, N. Maystre
JournalJournal of International Money and Finance
Date1 Jan. 2014
CategoryAcademic Publications
Volumevol. 42, pp 174-192

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