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The pattern of price linkages among commodities
Dorfman, Jeffrey H.; Karali, Berna - In: The journal of futures markets 34 (2014) 11, pp. 1062-1076
Persistent link: https://www.econbiz.de/10010508679
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Delivery horizon and grain market volatility
Karali, Berna; Dorfman, Jeffrey H.; Thurman, Walter N. - In: The journal of futures markets 30 (2010) 9, pp. 846-873
Persistent link: https://www.econbiz.de/10008900927
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Long memory and FIGARCH models for daily and high frequency commodity prices
Baillie, Richard; Han, Young Wook; Myers, Robert J.; … - 2007
Persistent link: https://www.econbiz.de/10003740333
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Long memory models for daily and high frequency commodity futures returns
Baillie, Richard; Han, Young Wook; Myers, Robert J.; … - In: The journal of futures markets 27 (2007) 7, pp. 643-668
Persistent link: https://www.econbiz.de/10003493148