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    Birkbeck Faculties and Schools > Faculty of Business and Law > Birkbeck Business School

    Figuerola Ferretti, I. and Gilbert, C.L. (2008) Commonality in the LME aluminum and copper volatility processes through a figarch lens. Journal of Futures Markets 28 (10), pp. 935-962. ISSN 0270-7314.

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