Rattanasamakarn, T., & Tansuchat, R. (2018). Risk management and portfolio optimization for agricultural commodity futures returns: Multivariate heterogeneous autoregressive realized volatility (MHAR-RV) approach.
Chicago Style CitationRattanasamakarn, Tanapol, and Roengchai Tansuchat. Risk Management and Portfolio Optimization for Agricultural Commodity Futures Returns: Multivariate Heterogeneous Autoregressive Realized Volatility (MHAR-RV) Approach. 2018.
MLA CitationRattanasamakarn, Tanapol, and Roengchai Tansuchat. Risk Management and Portfolio Optimization for Agricultural Commodity Futures Returns: Multivariate Heterogeneous Autoregressive Realized Volatility (MHAR-RV) Approach. 2018.
Warning: These citations may not always be 100% accurate.