Partially overlapping time series: a new model for volatility dynamics in commodity futures
| Year of publication: |
2005
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|---|---|
| Authors: | Smith, Aaron |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 6339414. - Vol. 20.2005, 3, p. 405-422
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