A comparative study of the volatility and efficiency of commodity futures index roll methods
Year of publication: |
2018
|
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Authors: | Aroskar, Rajarshi ; Ogden, William A. |
Published in: |
Financial Studies. - Bucharest : Romanian Academy, National Institute of Economic Research (INCE), "Victor Slăvescu" Centre for Financial and Monetary Research, ISSN 2066-6071. - Vol. 22.2018, 3 (81), p. 27-40
|
Publisher: |
Bucharest : Romanian Academy, National Institute of Economic Research (INCE), "Victor Slăvescu" Centre for Financial and Monetary Research |
Subject: | futures | contracts | rollover | diversification |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 1048863085 [GVK] hdl:10419/231665 [Handle] |
Classification: | G11 - Portfolio Choice ; G13 - Contingent Pricing; Futures Pricing ; G19 - General Financial Markets. Other |
Source: |
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