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Journal Article
Kleppe, Tore Selland, Liesenfeld, Roman 
ORCID: 0000-0001-6996-6215, Moura, Guilherme Valle and Oglend, Atle
(2022).
Analyzing Commodity Futures Using Factor State-Space Models with Wishart Stochastic Volatility.
Econom. Stat., 23.
S. 105 - 128.
AMSTERDAM:
ELSEVIER.
ISSN 2452-3062