Partially overlapping time series: a new model for volatility dynamics in commodity futures
Version of Record online: 14 APR 2005
Copyright © 2005 John Wiley & Sons, Ltd.
Journal of Applied Econometrics
Volume 20, Issue 3, pages 405–422, March/April 2005
How to Cite
Smith, A. (2005), Partially overlapping time series: a new model for volatility dynamics in commodity futures. J. Appl. Econ., 20: 405–422. doi: 10.1002/jae.846
- Issue online: 14 APR 2005
- Version of Record online: 14 APR 2005
- Manuscript Revised: 12 OCT 2004
- Manuscript Received: 23 FEB 2004
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