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Out‐of‐sample evaluation of macro announcements,linearity, long memory,heterogeneity and jumps in mini‐futures markets |
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| Authors: | Dimitrios I Vortelinos |
| Affiliation: | Lincoln Business School, University of Lincoln, UK |
| Abstract: | |
| Keywords: | C53 C22 G17 Macro announcements Long memory Linearity Heterogeneity Jumps |
