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THE APPLICATION OF MULTIPLICATIVE GARCH-MIDAS TWO COMPONENT MODEL FOR SELECTED DAILY ECX COMMODITIES PRICE RETURN VOLATILITY

Hailemeskel, Teshome(MSc); G/Yohannes, Emmanuel (PhD); Legesse, Belaineh (PhD) (2017-11)

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- : Daily commodity price return volatility, ECX, GARCH-MIDAS component model, Macroeconomic variables, short run and long run volatility component (1)
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