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To guage causality in variance, we executed the assessments proposed by Cheung and Ng (1996) and Hafner and Herwartz (2006). Volatility was approximated by an univariate GARCH procedure. It had been confirmed that futures selling price volatility will not destabilized the location indexes regarded. In this manner, it truly is http://stevea161oyi8.yomoblog.com/profile


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