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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 María de la Cruz del Río-Rama
Link: https://www.mdpi.com/2227-7390/8/6/1001

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