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Investing in Copper Futures: Evaluation of Absolute Return Strategies Within a Discrete-State Hidden Markov Model

Pellet, C. and Tamvakis, M. (2016). Investing in Copper Futures: Evaluation of Absolute Return Strategies Within a Discrete-State Hidden Markov Model. SRIC Foundation.

Publication Type: Monograph (Working Paper)
Departments: Business School > Finance
Date Deposited: 06 Nov 2017 16:06
URI: https://openaccess.city.ac.uk/id/eprint/16872
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