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Long hedging and returns to speculation in commodity futures
Anderson, Ronald W., (1982)
Returns in Commodities Futures Markets and Financial Speculation : A Multivariate GARCH Approach
Manera, Matteo, (2013)
Returns in commodities futures markets and financial speculation : a multivariate GARCH approach
Manera, Matteo, (2012)
A note on the variability of inflation and the cross-sectional dispersion of stock returns
Chang, Eric Chieh, (1986)
Market Excess Returns, Variance and the Third Cumulant
Zhang, Jin E., (2018)
A re-examination of investment performance evaluation methodologies
Chang, Eric C., (1983)