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A Two-Regime Markov-Switching GARCH Active Trading Algorithm for Coffee, Cocoa, and Sugar Futures

De la Torre-Torres, Oscar V.;
Aguilasocho-Montoya, Dora &
Del Río-Rama, María de la Cruz

A Two-Regime Markov-Switching GARCH Active Trading Algorithm for Coffee, Cocoa, and Sugar Futures

Derechos reservados Dr. Oscar V. De la Torre Torres 2025.

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