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Long Memory in Asymmetric Dependence Between LME and Chinese Aluminum Futures
Authors:Yuting Gong  Xu Zheng
Affiliation:1. Yuting Gong is Ph.D. Student in Finance at Antai College of Economics and Management, Shanghai Jiao Tong University, Shanghai, China;2. Xu Zheng is a Professor of Finance at Antai College of Economics and Management, Shanghai Jiao Tong University, Shanghai, China
Abstract:
Keywords:
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