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Journal: Mathematics, 2020
Volume: 8
Number: 1001
Article:
A Two-Regime Markov-Switching GARCH Active Trading Algorithm for Coffee, Cocoa, and Sugar Futures
Authors:
by
Oscar V. De la Torre-Torres, Dora Aguilasocho-Montoya and MarÃa de la Cruz del RÃo-Rama
Link:
https://www.mdpi.com/2227-7390/8/6/1001
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