Long memory in commodity futures volatility: A wavelet perspective
Version of Record online: 15 MAR 2007
© 2007 Wiley Periodicals, Inc.
Journal of Futures Markets
Volume 27, Issue 5, pages 411–437, May 2007
How to Cite
Elder, J. and Jin, H. J. (2007), Long memory in commodity futures volatility: A wavelet perspective. J. Fut. Mark., 27: 411–437. doi: 10.1002/fut.20260
- Issue online: 15 MAR 2007
- Version of Record online: 15 MAR 2007
- Manuscript Accepted: APR 2006
- Manuscript Received: JUL 2005
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