The volatility of returns from commodity futures: evidence from India
Year of publication: |
2017
|
---|---|
Authors: | Mukherjee, Isita ; Goswami, Bhaskar |
Published in: |
Financial Innovation. - Heidelberg : Springer, ISSN 2199-4730. - Vol. 3.2017, 15, p. 1-23
|
Publisher: |
Heidelberg : Springer |
Subject: | Commodity futures | Daily return | Volatility | Samuelson hypothesis | GARCH |
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