Partially overlapping time series: A new model for volatility dynamics in commodity futures

Journal of Applied Econometrics

Volumn 20, Issue 3, 2005, Pages 405-422

  Smith, Aaron ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 20744449304     PISSN: 08837252     EISSN: None     Source Type: Journal    
DOI: 10.1002/jae.846     Document Type: Article

References (26)

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